Identifying Monetary Policy Shocks: A Natural Language Approach
收藏NBER2024-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w32417
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资源简介：
We develop a novel method for the identification of monetary policy shocks. By applying natural language processing techniques to documents that Federal Reserve staff prepare in advance of policy decisions, we capture the Fed's information set. Using machine learning techniques, we then predict
提供机构：
美国国家经济研究局
创建时间：
2024-05-01
