Fed Transparency and Policy Expectation Errors: A Text Analysis Approach
Talk
NLP
Monetary Policy
Presented at the Econdat Conference 2024 (Bank of England · ECB · King’s College London) — applying text analysis to FOMC communications to quantify how transparency shifts shape market expectation errors.
Venue. Day 2, Session 5 · Econdat Conference 2024 · Bush House (8th floor), King’s College London Strand campus, 9–10 May 2024.
Hosts. Bank of England · European Central Bank · King’s College London (DAFM Centre) · Central Bank Research Association.
Conference theme. “The availability of large novel data sources and advanced computational modelling techniques has the potential to significantly transform economic research.”