Data and Code for: Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements

The zip file contains the replication package for "Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements" <br><br>1. The program contains MATLAB part and Python part. Readers have to execute Python scripts first to obtain replication results. More detailed instructions are in the readme file included. <br>2. Some of the data we used are proprietary and cannot be poublicly disclosed. We documented sources for these data. Also, we include simulated fake data for readers to check if the code is running. If readers obtain proprietary data from vendors, they should be able to replicate our results as explained in the readme file. <br><br>For any question, prlease email authors.