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Research Article

Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts

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References

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  • Edison, H. J., and J. Marquez. 1998. “US Monetary Policy and Econometric Modeling: Tales from the FOMC Transcripts 1984-1991.” Economic Modelling 15: 411–428. doi:10.1016/S0264-9993(98)00020-0.
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  • Hansen, S., M. McMahon, and A. Prat. 2018. “Transparency and Deliberation within the FOMC: A Computational Linguistics Approach.” The Quarterly Journal of Economics 133 (2): 801–870. doi:10.1093/qje/qjx045.
  • Hartmann, P., and F. Smets. 2018. “The First Twenty Years of the European Central Bank: Monetary Policy.” ECB Working Paper No 2219.
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  • Schwarz, C. 2018. “Idagibbs: A Command for Topic Modelling in Stata Using Latent Dirichlet Allocation.” The Stata Journal 18 (1): 101–117. doi:10.1177/1536867X1801800107.

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