SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication
16 references·16 citing·34 second hopsampled
Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)Shocking Language: Understanding the Macr…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Measuring Readability in Financial Disclosures (2014)Measuring Readability in Fina…Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Macroeconomic Effects of Fede…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…How to Analyze Political Attention with Minimal Assumptions and Costs (2009)How to Analyze Political Atte…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Vector Autoregressions (2001)Vector AutoregressionsChapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Discretion versus policy rules in practice (1993)Discretion versus policy rule…Identifying Monetary Policy Shocks: A Natural Language Approach (2024)Identifying Monetary Policy S…Does Central Bank Tone Move Asset Prices? (2024)Does Central Bank Tone Move A…The Voice of Monetary Policy (2023)The Voice of Monetary PolicyCan ChatGPT Decipher Fedspeak? (2023)Can ChatGPT Decipher Fedspeak?Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements (2021)Words speak as loudly as acti…The signaling effects of central bank tone (2021)The signaling effects of cent…The making of hawks and doves (2020)The making of hawks and dovesThe Economics of the Fed Put (2020)The Economics of the Fed PutPolicy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance (2020)Policy Language and Informati…Delphic and odyssean monetary policy shocks: Evidence from the euro area (2020)Delphic and odyssean monetary…The long-run information effect of central bank communication (2019)The long-run information effe…Starting from a blank page? Semantic similarity in central bank communication and market volatility (2019)Starting from a blank page? S…Marketing and Management of Innovations (2019)Marketing and Management of I…Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area (2019)Delphic and Odyssean Monetary…Communication of Monetary Policy in Unconventional Times (2017)Communication of Monetary Pol…Measuring the macroeconomic impact of monetary policy at the zero lower boundMeasuring the macroeconomic i…Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)How does financial reporting quality relate to investment efficiency? (2009)The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation (2017)Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Interpreting the macroeconomic time series facts (1992)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2014Measuring Readability in Financial Disclosures1,452 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2001Vector Autoregressions1,168 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2012Macroeconomic Effects of Federal Reserve Forward Guidance748 cited
  • 2009How to Analyze Political Attention with Minimal Assumptions and Costs

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

670 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • Cited by

    • 2019The long-run information effect of central bank communication178 cited
    • 2023The Voice of Monetary Policy170 cited
    • 2020The making of hawks and doves169 cited
    • 2020Delphic and odyssean monetary policy shocks: Evidence from the euro area164 cited
    • 2019Marketing and Management of Innovations148 cited
    • 2020The Economics of the Fed Put140 cited
    • n.d.Measuring the macroeconomic impact of monetary policy at the zero lower bound121 cited
    • 2019Starting from a blank page? Semantic similarity in central bank communication and market volatility118 cited
    • 2024Does Central Bank Tone Move Asset Prices?110 cited
    • 2017Communication of Monetary Policy in Unconventional Times96 cited
    • 2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance93 cited
    • 2021Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements87 cited
    • 2023Can ChatGPT Decipher Fedspeak?76 cited
    • 2024Identifying Monetary Policy Shocks: A Natural Language Approach74 cited
    • 2019Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area62 cited
    • 2021The signaling effects of central bank tone61 cited