Time-Varying Dictionary and the Predictive Power of FED Minutes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-020-10039-9.pdf
Reference49 articles.
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3. Andreou, E., Ghysels, E., & Kourtellos, A. (2013). Should macroeconomic forecasters use daily financial data and how? Journal of Business & Economic Statistics, 31(2), 240–251.
4. Apel, M., & Grimaldi, M. (2012). The information content of central bank minutes. Sveriges Riksbank Working Paper Series, 92.
5. Armesto, M. T., Hernández-Murillo, R., Owyang, M. T., & Piger, J. (2009). Measuring the information content of the beige book: A mixed data sampling approach. Journal of Money, Credit and Banking, 41(1), 35–55.
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