Inflation, perception of economic uncertainty and COVID-19: Evidence from Central Bank communication

Do extreme events have a significant effect about textual sentiment? The purpose of this article is to highlight the need to correct the estimation of indicators of economic uncertainty. The indicators were constructed from textual data about the perspective of extreme events. For this purpose, base...

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Bibliographic Details
Main Authors: Pierre Hítalo Nascimento Silva, Jevuks Matheus de Araújo
Format: Article
Language:English
Published: Elsevier 2023-03-01
Series:Central Bank Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1303070123000033