central-bank-communications

# Central Bank Communications Dataset A comprehensive dataset of central bank communications with sentence-level sentiment annotations for monetary policy analysis. ## Dataset Statistics - **Annotated Sentences**: 225,046 - **Annotated Documents**: 15,045 - **Other Documents**: 497 - **Economic Indicators**: 18,087 ## Document Types Sentence-level annotations (sentiment, topic) are available for these document types: | Document Type | Description | Annotated | |---------------|-------------|-----------| | **minutes** | Full meeting minutes with deliberations | ✅ Yes | | **statement** | Official policy statements | ✅ Yes | | **decision** | Rate decision announcements | ✅ Yes | | **press_conference** | Post-meeting press conferences | ✅ Yes | | speech | Governor/member speeches | ❌ Text only | | quarterly_review | Quarterly economic reviews | ❌ Text only | Documents without sentence annotations are included in `documents_annotated.parquet` with full text for custom processing. ## Central Banks Coverage | Code | Central Bank | Docs | Sentences | Doc Range | Frequency | |------|--------------|-----:|----------:|-----------|-----------| | FED | [Federal Reserve](https://monetary.live/fed.html) | 2088 | 39,833 | 1995-02 to 2026-06 | 8 meetings per year | | PBOC | [People's Bank of China](https://monetary.live/pboc.html) | 281 | 4,995 | 1996-09 to 2026-04 | Monthly LPR + quarterly MPC | | ECB | [European Central Bank](https://monetary.live/ecb.html) | 3078 | 25,388 | 1998-07 to 2026-06 | 8 meetings per year | | BOJ | [Bank of Japan](https://monetary.live/boj.html) | 1004 | 23,213 | 1996-11 to 2025-12 | 8 meetings per year | | RBI | [Reserve Bank of India](https://monetary.live/rbi.html) | 871 | 16,832 | 1996-12 to 2026-06 | 6 meetings per year | | BOE | [Bank of England](https://monetary.live/boe.html) | 952 | 9,146 | 1996-12 to 2026-06 | 8 meetings per year | | BCB | [Banco Central do Brasil](https://monetary.live/bcb.html) | 311 | 17,858 | 1998-01 to 2026-06 | 8 meetings per year | | BOC | [Bank of Canada](https://monetary.live/boc.html) | 715 | 8,053 | 1997-03 to 2026-07 | 8 meetings per year | | CBR | [Central Bank of Russia](https://monetary.live/cbr.html) | 242 | 13,278 | 2004-01 to 2025-12 | 8 meetings per year | | RBA | [Reserve Bank of Australia](https://monetary.live/rba.html) | 775 | 11,250 | 1996-07 to 2026-02 | 11 meetings per year | | BOK | [Bank of Korea](https://monetary.live/bok.html) | 648 | 8,058 | 1998-10 to 2026-07 | 8 meetings per year | | TCMB | [Central Bank of Turkey](https://monetary.live/tcmb.html) | 747 | 7,212 | 1997-04 to 2025-12 | 8 meetings per year | | SNB | [Swiss National Bank](https://monetary.live/snb.html) | 363 | 3,975 | 1997-11 to 2026-06 | 4 meetings per year | | CBN | [Central Bank of Nigeria](https://monetary.live/cbn.html) | 141 | 6,148 | 2003-04 to 2025-11 | 6 meetings per year | | BOI | [Bank of Israel](https://monetary.live/boi.html) | 211 | 2,450 | 2001-04 to 2026-03 | 6 meetings per year | | MAS | [Monetary Authority of Singapore](https://monetary.live/mas.html) | 405 | 4,738 | 1997-04 to 2025-12 | 2 meetings per year (April, October) | | SARB | [South African Reserve Bank](https://monetary.live/sarb.html) | 382 | 4,989 | 1997-02 to 2025-12 | 6 meetings per year | | BANXICO | [Banco de México](https://monetary.live/banxico.html) | 207 | 2,839 | 2003-04 to 2025-12 | 8 meetings per year | | NBP | [National Bank of Poland](https://monetary.live/nbp.html) | 193 | 4,127 | 1998-02 to 2025-12 | Monthly | | NORGES | [Norges Bank](https://monetary.live/norges.html) | 333 | 588 | 1999-01 to 2026-06 | 8 meetings per year | | RIKSBANK | [Sveriges Riksbank](https://monetary.live/riksbank.html) | 463 | 141 | 1996-06 to 2025-12 | 5-6 meetings per year | | RBNZ | [Reserve Bank of New Zealand](https://monetary.live/rbnz.html) | 269 | 2,969 | 1997-01 to 2025-11 | 7 meetings per year | | MNB | [Magyar Nemzeti Bank](https://monetary.live/mnb.html) | 410 | 5,757 | 2002-12 to 2026-06 | Monthly | | NBS | [National Bank of Serbia](https://monetary.live/nbs.html) | 427 | 2,390 | 2004-10 to 2026-07 | Monthly | ## Dashboard Live visualization: **[monetary.live](https://monetary.live)** ## Usage ```python from datasets import load_dataset # Load annotated sentences (default) sentences = load_dataset("aufklarer/central-bank-communications", "sentences") # Load documents docs = load_dataset("aufklarer/central-bank-communications", "documents") # Load economic indicators indicators = load_dataset("aufklarer/central-bank-communications", "economic_indicators") ``` ## Sentence Classification Each sentence is annotated on 4 dimensions: | Dimension | Values | |-----------|--------| | **sentiment** | rate_hike, rate_cut, rate_hold, liquidity_ease, liquidity_tight, reserve_ease, reserve_tight, guidance_hawkish, guidance_dovish, dissent_hawkish, dissent_dovish, neutral | | **topic** | mp_inflation, mp_interest_rate, mp_economic_activity, mp_exchange_rate, mp_labor_market, mp_credit, financial_stability, fiscal_policy, governance | ## License CC-BY-4.0