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The information content of central bank minutes
Apel, Mikael; Grimaldi, Marianna - 2012
measure the sentiment and tone of the minutes of the Swedish central bank using an automated content analysis that converts … the qualitative information in the minutes to a quantitative measure. We find that this measure is useful in predicting … future policy rate decisions. -- Central Bank Communication ; Minutes ; Content Analysis …
Persistent link: https://www.econbiz.de/10009532244
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How much information do monetary policy committees disclose? : evidence from the FOMC's minutes and transcripts
Apel, Mikael; Grimaldi, Marianna; Hull, Isaiah - 2019
The purpose of central bank minutes is to give an account of monetary policy meeting discussions to outside observers …, thereby enabling them to draw informed conclusions about future policy. However, minutes are by necessity a shortened and … decisions. To investigate this, we compare the information content of the FOMC's minutes and transcripts, focusing on three …
Persistent link: https://www.econbiz.de/10012123491
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The Information Content of Central Bank Minutes
Apel, Mikael; Blix Grimaldi, Marianna - Sveriges Riksbank - 2012
. We measure the sentiment and tone of the minutes of the Swedish central bank using an automated content analysis that … converts the qualitative information in the minutes to a quantitative measure. We find that this measure is useful in …
Persistent link: https://www.econbiz.de/10010818840
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How Informative Are Central Bank Minutes?
Grimaldi, Marianna Blix; Apel, Mikael - In: Review of Economics 65 (2014) 1, pp. 53-76
harder? We address this issue by employing a novel method. We measure the sentiment and tone of the minutes of the Swedish … central bank using an automated content analysis that converts the qualitative information in the minutes to a quantitative …
Persistent link: https://www.econbiz.de/10011198695
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The Information Content of Central Bank Minutes
Apel, Mikael - 2012
. We measure the sentiment and tone of the minutes of the Swedish central bank using an automated content analysis that … converts the qualitative information in the minutes to a quantitative measure. We find that this measure is useful in …
Persistent link: https://www.econbiz.de/10013104579
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How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMC's Minutes and Transcripts
Apel, Mikael; Blix Grimaldi, Marianna; Hull, Isaiah - 2021
The purpose of central bank minutes is to give an account of monetary policy meeting discussions to outside observers …, thereby enabling them to draw informed conclusions about future policy. However, minutes are by necessity a shortened and … decisions. To investigate this, we compare the information content of the FOMC's minutes and transcripts, focusing on three …
Persistent link: https://www.econbiz.de/10013251831
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How informative are Central Bank minutes?
Apel, Mikael; Grimaldi, Marianna - In: Review of economics 65 (2014) 1, pp. 53-75
Persistent link: https://www.econbiz.de/10010392991
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An Assessment of the Consistency of ECB Communication Using Wordscores
Jansen, David-Jan - 2011
Wordscores uses word frequencies to extract information from texts with known policy positions. Wordscores uses this information to estimate the unknown policy positions of so - called virgin texts. We apply Wordscores to the ECB President's introductory statements following Governing Council...
Persistent link: https://www.econbiz.de/10013119142
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Up for count? : central bank words and financial stress
Grimaldi, Marianna - 2011
While knowing there is a financial distress "when you see it" might be true, it is not particularly helpful. Indeed, central banks have an interest in understanding more systematically how their communication affects the markets, not least in order to avoid unnecessary volatility; the markets...
Persistent link: https://www.econbiz.de/10009009115
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Federal reserve communications and newswire coverage
Neuenkirch, Matthias - 2013 - This version: 01 August 2013
In this paper, we explore the determinants of media coverage of Federal Reserve (Fed) communications. Our sample covers all 344 forward-looking communications made in the period May 1999-May 2004. We find, first, that there is a higher likelihood of media coverage for monetary policy reports and...
Persistent link: https://www.econbiz.de/10009751154