PicaultRenault: Picault-Renault lexicon

PicaultRenaultR Documentation

Picault-Renault lexicon

Description

The Picault-Renault lexicon, specialized in the analysis of central bank communication. The lexicon identifies a large number of n-grams and gives their probability to belong to six categories:

  • Monetary Policy - accommodative

  • Monetary Policy - neutral

  • Monetary Policy - restrictive

  • Economic Condition - negative

  • Economic Condition - neutral

  • Economic Condition - positive

Usage

PicaultRenault

Format

A data.table::data.table object.

Source

http://www.cbcomindex.com/lexicon.php

References

Picault, M. & Renault, T. (2017). Words are not all created equal: A new measure of ECB communication. Journal of International Money and Finance, 79, 136–156. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jimonfin.2017.09.005")}

See Also

compute_PicaultRenault_scores()

Examples

head(PicaultRenault)


sentopics documentation built on Sept. 20, 2024, 5:06 p.m.