What's the Story? A New Perspective on the Value of Economic Forecasts
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DOI: 10.17016/FEDS.2017.107r1
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Cited by:
- Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022. "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 216-231.
- Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020.
"A textual analysis of Bank of England growth forecasts,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
- Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018. "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers 2018-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised May 2019.
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More about this item
Keywords
Economic Forecasts; Monetary policy; Text Analysis;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G40 - Financial Economics - - Behavioral Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2017-11-12 (Big Data)
- NEP-FOR-2017-11-12 (Forecasting)
- NEP-MAC-2017-11-12 (Macroeconomics)
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