Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate
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Cited by:
- Youngjoon Lee & Soohyon Kim & Ki Young Park, 2018. "Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea," Working papers 2018rwp-132, Yonsei University, Yonsei Economics Research Institute.
- Hurley, James & Karmakar, Sudipto & Markoska, Elena & Walczak, Eryk & Walker, Danny, 2021. "Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs," Bank of England working papers 924, Bank of England.
- Joan Huang & John Simon, 2021. "Central Bank Communication: One Size Does Not Fit All," RBA Research Discussion Papers rdp2021-05, Reserve Bank of Australia.
- Arnould, Guillaume & Guin, Benjamin & Ongena, Steven & Siciliani, Paolo, 2020.
"(When) do banks react to anticipated capital reliefs?,"
Bank of England working papers
889, Bank of England.
- Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani, 2020. "(When) Do Banks React to Anticipated Capital Reliefs?," Swiss Finance Institute Research Paper Series 20-113, Swiss Finance Institute.
- Young Joon Lee & Soohyon Kim & Ki Young Park, 2019. "Deciphering Monetary Policy Board Minutes with Text Mining: The Case of South Korea," Korean Economic Review, Korean Economic Association, vol. 35, pages 471-511.
- Bholat, David & Broughton, Nida & Parker, Alice & Ter Meer, Janna & Walczak, Eryk, 2018. "Enhancing central bank communications with behavioural insights," Bank of England working papers 750, Bank of England.
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More about this item
Keywords
Bank of England Prudential Regulation Authority; banking supervision; text mining; machine learning; random forests; Financial Services Authority; central bank communications;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2017-11-12 (Business Economics)
- NEP-BIG-2017-11-12 (Big Data)
- NEP-MAC-2017-11-12 (Macroeconomics)
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