The informative value of central banks talks: a topic model application to sentiment analysis

Central banks communication has lately become an important tool to guide expectations and its impact on the economy has been acknowledged by the literature. Nowadays central banks speeches face an increasing variety of topics, which are not discriminated by text analysis. In this paper we build a to...

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Bibliographic Details
Main Authors: Maria Paola Priola, Annalisa Molino, Giacomo Tizzanini, Lea Zicchino
Format: Article
Language:English
Published: AIMS Press 2022-07-01
Series:Data Science in Finance and Economics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/DSFE.2022009?viewType=HTML