Browsing BI Research Centre's Series by Author "ter Ellen, Saskia"
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Narrative monetary policy surprises and the media
ter Ellen, Saskia; Larsen, Vegard H.; Thorsrud, Leif Anders (CAMP Working Paper Series;06/2019, Working paper, 2019-10-16)We propose a method to quantify narratives from textual data in a structured manner, and identify what we label "narrative monetary policy surprises" as the change in economic media coverage explained by central bank ...