Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis

Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis

In this paper we dissect the public debate about the future course of monetary policy and trace the effects of selected topics of this discourse on U.S. asset prices. We focus on the \taper tantrum" episode in 2013, a period with large revisions in expectations about Fed policy. Based on a n...

Descrición completa

Gardado en:
Detalles Bibliográficos
Publicado en:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2016)
Autoren: Lüdering, Jochen, Tillmann, Peter
Formato: Artigo
Idioma:inglés
Publicado: Philipps-Universität Marburg 2016
Schlagworte:
Fed
Monetary Policy
Text Analysis, VAR
Latent Dirichlet Allocation
Wirtschaft
Economics
Acceso en liña:Texto completo PDF
Tags: Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!

Internet

Texto completo PDF

Detalle de Existencias desde
Número de Clasificación: urn:nbn:de:hebis:04-es2024-04585
Data de Publicación: 2024-01-19
Downloads: 28 (2024)
Lizenz: https://creativecommons.org/publicdomain/mark/1.0
URL de acceso: https://archiv.ub.uni-marburg.de/es/2024/0458
https://doi.org/10.17192/es2024.0458

Títulos similares