Central Bank Communication Index

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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 of belonging to the MP category with a dovish (accomodative) inclination.
  • mp_neut: the probability of belonging to the MP category with a neutral inclination.
  • mp_rest: the probability of belonging to the MP category with a hawkish (restrictive) inclination.
  • ec_nega: the probability of belonging to the EC category with a negative inclination.
  • ec_neut: the probability of belonging to the EC category with a neutral inclination.
  • ec_posi: the probability of belonging to the EC category with a positive inclination.
Lastest Version :
21/05/2021 : ECB press conferences until Dec 2020 (included): Download here