PicaultRenault {sentopics}

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 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.

See Also

compute_PicaultRenault_scores()

Examples

head(PicaultRenault)