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Big data in monetary policy analysis : a critical assessment

Bogner, Alexandra; Jerger, Jürgen - In: Economics and business review 9 (2023) 2, pp. 27-40

Persistent link: https://www.econbiz.de/10014636269

Comment on "Big data in asian central banks"

Watanabe, Tsutomu - In: Asian economic policy review : AEPR 17 (2022) 2, pp. 270-271

Persistent link: https://www.econbiz.de/10013326979

Comment on "Big data in Asian central banks"

Zhu, Feng - In: Asian economic policy review : AEPR 17 (2022) 2, pp. 272-273

Persistent link: https://www.econbiz.de/10013326982

From cash- to securities-driven euro area repo markets : the role of financial stress and safe asset scarcity

Brand, Claus; Ferrante, Lorenzo; Hubert, Antoine - 2019

Focussing on repo specialness premia, using ISIN-specific transaction-by-transaction data of one-day maturity repos, we document a gradual shift from cash- to securities-driven transactions in euro area repo markets over the period 2010-2018. Compared to earlier studies focussing only on...

Persistent link: https://www.econbiz.de/10011975490

Can central bank speeches predict financial market turbulence? : evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique

Petropoulos, Anastasios; Siakoulis, Vasilis - In: Central Bank review / Central Bank of the Republic of Turkey 21 (2021) 4, pp. 141-153

Central Bank speeches usually function as aggregators of internal quantitative and qualitative analysis of the institutions regarding the macro economy, the monetary policy and the health of the financial systems. Speeches usually function as a summary of the current status of a countries...

Persistent link: https://www.econbiz.de/10012802256