Kaminskas, Rokas; Stukas, Modestas; Jurks̆as, Linas - In: Review of Economic Analysis : REA 16 (2024) 2, pp. 243-285
This study examines the changing nature of ECB communication and how it impacts euro area financial markets over the past two decades. We applied a combination of topic modelling and sentiment analysis for over 2000 public ECB Executive Board member speeches, as well as over 200 ECB press...
