The communication reaction function of the European Central Bank. An analysis using topic modelling

ABSTRACTCentral bank communication plays a crucial role in the conduct of monetary policy, yet the research on central bank communication, while growing, is still scarce. In this paper, we analyze the communication reaction function of the European Central Bank (ECB) through topic-based indices deri...

Full description

Bibliographic Details
Main Authors: Luca Alfieri, Diana Gabrielyan
Format: Article
Language:English
Published: Taylor & Francis Group 2024-01-01
Series:Baltic Journal of Economics
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/1406099X.2024.2303904