What’s that Noise? Analysing Sentiment-based Variation in Central Bank Communication

What’s that Noise? Analysing Sentiment-based Variation in Central Bank Communication

To which degree can variation in sentiment-based indicators of central bank communication be attributed to changes in macroeconomic, financial, and monetary variables; idiosyncratic speaker effects; sentiment persistence; and random ‘noise’? Using the Loughran and McDonald (2011) dictionary on a tex...

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Bibliografske podrobnosti
izdano v:MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022)
Autoren: Hayo, Bernd, Zahner, Johannes
Format: Artikel
Jezik:angleščina
Izdano: Philipps-Universität Marburg 2022
Teme:
information content of sentiment indices
monetary policy
central banks, Loughran and McDonald (2011) dictionary
Sentiment index
Wirtschaft
Economics
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Podrobnosti zaloge
Signatura: urn:nbn:de:hebis:04-es2024-07486
Publikationsdatum: 2024-01-19
Downloads: 25 (2024)
Lizenz: https://creativecommons.org/publicdomain/mark/1.0
Zugangs-URL: https://archiv.ub.uni-marburg.de/es/2024/0748
https://doi.org/10.17192/es2024.0748

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