Forecasting with VAR-teXt and DFM-teXt models: exploring the predictive power of central bank communication

Leonardo N. Ferreira

Year of publication:	[2021]
Authors:	Ferreira, Leonardo Nogueira
Publisher:	Brasília, DF, Brazil : Banco Central do Brasil
Subject:	Text Mining \| MCMC Sampling \| Density forecas \| FOMC statements \| Interest rate \| Prognoseverfahren \| Forecasting model \| Geldpolitik \| Monetary policy \| Zentralbank \| Central bank \| Politische Kommunikation \| Political communication \| Zins \| Stichprobenerhebung \| Sampling \| Zinsstruktur \| Yield curve \| Zinspolitik \| Interest rate policy \| Kommunikation \| Communication

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