欧洲央行行长的演讲:一项NLP研究

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2020-08-03 DOI:10.1142/s2194565920500098

Thierry Warin, William Sanger

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引用次数: 4

摘要

本文将自然语言处理引入到中央银行的研究中。它研究了欧洲央行的沟通随时间的演变，考虑了其后的三位行长(W.杜伊森伯格、J. C.特里谢和M.德拉吉)以及2008年金融危机前后的时代。它有助于理解欧洲央行自成立以来的历史。从方法论的角度来看，我们研究了欧洲央行讲话的演变。语音分析是基于文本分类和情感/极性分析。为此，我们建立了一个独特的欧洲央行讲话数据集。我们有编码算法来运行文本分析。它们帮助我们捕捉到欧洲央行对实际经济形势理解的演变，并通过极性分析来衡量——例如——欧洲央行的压力水平。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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THE SPEECHES OF THE EUROPEAN CENTRAL BANK’s PRESIDENTS: AN NLP STUDY

This paper introduces natural language processing into the study of central banking. It studies the evolution of the ECB’s communication through time, considering its three subsequent presidents (W. Duisenberg, J. C. Trichet and M. Draghi) and the pre- and post-2008 financial crisis era. It helps understand the history of the ECB since its inception. From a methodological standpoint, we study the evolution of the ECB’s speeches. The speech analysis is based on text classification and sentiment/polarity analyses. For that purpose, we have built a unique dataset of the ECB’s speeches. We have coded algorithms to run the text analysis through time. They help us capture the evolution in the ECB’s understanding of the actual economic situation and also measure — for instance — the stress level at the ECB through a polarity analysis through time.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.