Time-varying dictionary and the predictive power of FED minutes
Luiz Renato Lima, Lucas Lúcio Godeiro, Mohammed Mohsin
| Year of publication: |
2021
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|---|---|
| Authors: | Lima, Luiz Renato ; Godeiro, Lucas Lúcio ; Mohsin, Mohammed |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 57.2021, 1, p. 149-181
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| Subject: | Text regression | Supervised machine learning | Elastic net | Central bank communication | Forecasting | real time | Prognoseverfahren | Forecasting model | Geldpolitik | Monetary policy | Zentralbank | Central bank | Künstliche Intelligenz | Artificial intelligence | Politische Kommunikation | Political communication | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10039-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486887