Central Bank Communication Index
Home
Data & Database
Lexicon
Methodology
Research
About Us
Lexicon
From this section, you can download in a csv file the lexicon used to calculate the different indexes.
The file has 9 columns:
keyword
: the word or group of words (ranging from 1 to 10 words). Lemmanization and the Porter stemming algorithm were applied.
ngram
: the number of ngram in the group of word.
total_class
: the number of time the word or group of words was classified in either the Monetary Policy (MP) or the Economic Outlook (EC) category.
mp_acco
: the probability to belonging to the MP category with a dovish (accomodative) inclination.
mp_neut
: the probability to belonging to the MP category with a neutral inclination.
mp_rest
: the probability to belonging to the MP category with a hawkish (restrictive) inclination.
ec_nega
: the probability to belonging to the EC category with a negative inclination.
ec_neut
: the probability to belonging to the EC category with a neutral inclination.
ec_posi
: the probability to belonging to the EC category with a positive inclination.
Lastest Version :
25/09/2017 : ECB press conferences until March 2017 (included):
Download here