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sentopics (version 0.7.4)

PicaultRenault: 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

Arguments

Format

A data.table::data.table object.

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. tools:::Rd_expr_doi("10.1016/j.jimonfin.2017.09.005")

See Also

compute_PicaultRenault_scores()

Examples

Run this code
head(PicaultRenault)

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