Skip to content

We examine whether Central Bank statements contain useful insight to predict the next monetary policy decision.

Notifications You must be signed in to change notification settings

RenatoVassallo/sentiment_analysis_central_banks

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

4 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

sentiment_analysis_central_banks

There are notebooks for each country for the first parts of the process. Then we pull the data sets into a joint notebook to run the models. Below are the five types of notebooks submitted with how many versions of each one to expect.

  1. Scraping: one notebook for each country to obtain the text data.
  2. Generating dictionaries: two notebooks, one for English and one for Spanish.
  3. Sentiment analysis: one notebook for each country to run the text data through the three approaches of getting sentiment values.
  4. Cleaning economic data: one notebook for each country to add features to the economic data.
  5. Modelling: single notebook in which data for all countries is joined together and a baseline model is trained on the economic data while an augmented model is trained on economic and text data.

About

We examine whether Central Bank statements contain useful insight to predict the next monetary policy decision.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published