Word2Prices: embedding central bank communications for inflation prediction
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Note: 2613775
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- Douglas Kiarelly Godoy de Araujo & Nikola Bokan & Fabio Alberto Comazzi & Michele Lenza, 2025. "Word2Prices: embedding central bank communications for inflation prediction," BIS Working Papers 1253, Bank for International Settlements.
References listed on IDEAS
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- Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
- Cour-Thimann, Philippine & Jung, Alexander, 2021. "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, vol. 70(C).
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More about this item
Keywords
central bank texts; embeddings; forecasting; inflation;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2025-04-14 (Computational Economics)
- NEP-EEC-2025-04-14 (European Economics)
- NEP-FOR-2025-04-14 (Forecasting)
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