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Federal Reserve communications

Jeremy Singer-Vine, Data is Plural: Agam Shah et al. have compiled a corpus of key communications by the US Federal Reserve’s Federal Open Market Committee, which “controls the three tools of monetary policy — open market operations, the discount rate, and reserve requirements.” Gathered from the Fed’s website, the corpus includes all meeting minutes and speeches from 1996 to mid-October 2022, and all press conferences from April 2011 to mid-October 2022. The published records include the raw text and metadata of each communication, as well as datasets filtered to key sentences. Previously: Federal Reserve Bank directors (DIP 2021.05.05) and Fed forecasts (DIP 2018.02.07).”

Source: Shah, Agam and Paturi, Suvan and Chava, Sudheer, Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis (May 13, 2023). Proceedings of the 61st Annual Meeting of the Association for Computational Linguistics (ACL) 2023, Available at SSRN:

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