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Monetary policy on Twitter and its effect on asset prices : evidence from computational text analysis
Lüdering, Jochen; Tillmann, Peter - 2016
debate of Fed tapering on Twitter we use Latent Dirichlet Allocation, a computational text analysis tool to quantify the … in expectations about Fed policy. Based on a novel data set of 90,000 Twitter messages ("tweets") covering the entire … content of the discussion. Several estimated topic frequencies are then included in a VAR model to estimate the effects of …
Persistent link: https://www.econbiz.de/10011434676
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Monetary policy on Twitter and its effect on asset prices: Evidence from computational text analysis
Lüdering, Jochen; Tillmann, Peter - 2016
debate of Fed tapering on Twitter we use Latent Dirichlet Allocation, a computational text analysis tool to quantify the … in expectations about Fed policy. Based on a novel data set of 90,000 Twitter messages ("tweets") covering the entire … content of the discussion. Several estimated topic frequencies are then included in a VAR model to estimate the effects of …
Persistent link: https://www.econbiz.de/10011516882
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Monetary policy uncertainty in Mexico : an unsupervised approach
Moreno, Carlos; Minozzo, Marco - 2022
Persistent link: https://www.econbiz.de/10014276827
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"Making text talk" : the minutes of the Central Bank of Brazil and the real economy
Moreno, Carlos; Minozzo, Marco - 2022
Persistent link: https://www.econbiz.de/10014278088
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"Making text talk" : the minutes of the Central Bank of Brazil and the real economy
Moreno, Carlos; Minozzo, Marco - In: Journal of international money and finance 147 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015076044
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Is the ECB so special? : A qualitative and quantitative analysis
Fourçans, André; Vranceanu, Radu P. - 2006
Persistent link: https://www.econbiz.de/10003300110
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The Federal Reserve's current framework for monetary policy : a review and assessment
Eberly, Janice C.; Stock, James H.; Wright, Jonathan H. - In: International journal of central banking : IJCB 16 (2020) 1, pp. 5-71
Persistent link: https://www.econbiz.de/10012621414
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The Federal Reserve's current framework for monetary policy : a review and assessment
Eberly, Janice C.; Stock, James H.; Wright, Jonathan H. - 2019
Persistent link: https://www.econbiz.de/10012060030
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Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International journal of economics and financial issues … 3 (2013) 3, pp. 701-709
Persistent link: https://www.econbiz.de/10010518966
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A comparison of two housing markets
Tan, Zhengxun; Wu, Shu - In: Applied economics letters 21 (2014) 1/3, pp. 118-124
Persistent link: https://www.econbiz.de/10010238934