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A Parametric Estimation of the Policy Stance from the Central Bank Minutes

https://doi.org/10.2139/ssrn.3936974
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0014-2921(92)90041-topenalex-extracted
Interpreting the macroeconomic time series facts
inferredcites →https://doi.org/10.1016/j.ejpoleco.2006.09.018openalex-extracted
Do financial markets react to Bank of England communication?
inferredcites →https://doi.org/10.1080/01621459.2012.734168openalex-extracted
Multinomial Inverse Regression for Text Analysis
inferredcites →https://doi.org/10.1093/qje/qjx045openalex-extracted
Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*
inferredcites →https://doi.org/10.1162/0033553053327452openalex-extracted
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
inferredcites →https://doi.org/10.1162/qjec.2005.120.1.387openalex-extracted
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*
inferredcites →https://doi.org/10.1214/15-aoas831openalex-extracted
Distributed multinomial regression
inferredcites →https://doi.org/10.17016/feds.2004.66openalex-extracted
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
inferredcites →https://doi.org/10.2139/ssrn.633281openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.922312openalex-extracted
The Information Content of FOMC Minutes
inferredcites →https://doi.org/10.5935/0034-7140.20150007openalex-extracted
Central Bank Communication Affects the Term-Structure of Interest Rates
inferredcites →https://doi.org/10.3386/w15367openalex-snapshot
Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
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