Data Science for Central Bank Speeches

Looking for PhD students

Data Science for Central Bank Speeches

Description

Looking for PhD students interested in analyzing central bankers’ speeches using data science as a primary methodology.

The PhD is done under the supervision of Prof. Thierry Warin and as a student of HEC Montreal.

references:

• Sanger W. and Warin Th. (2020) “How Data Science can (also) help central bankers: An NLP study of the European Central Bank presidents’ speeches” Global Economy Journal, Vol. 20, No. 02, 2050009 [DOI:10.1142/S2194565920500098]

• Sanger W. and Warin Th. (2018) “European Central Bank’s Monetary Policy Decisions: A Dataset of Two Decades of Press Conferences”, Data in Brief, pp. 794-798, [DOI: 10.1016/j.dib.2018.08.061] [Data]

Methodology of choice

• Text as Data
• Natural Language processing (NLP)
• Unstructured Data

Research environment

• CIRANO, Center for Interuniversity Research and Analysis of Organizations
• Access to the professional data science platform nüance-R
• Join a team of professional researchers

Deadline

• ongoing

Supervising professor

• Thierry Warin
• Write to the supervising professor