Topic Classification of Central Bank Monetary Policy Statements: Evidence from Latent Dirichlet Allocation in Lesotho

This article develops a baseline on how to analyse the statements of monetary policy from Lesotho’s Central Bank using a method of topic classification that utilizes a machine learning algorithm known as Latent Dirichlet Allocation. To evaluate the changes in the policy distribution, the classificat...

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Bibliographic Details
Published in:Acta Universitatis Sapientiae: Economics and Business
Main Author: Damane Moeti
Format: Article
Language:English
Published: Scientia Publishing House 2022-09-01
Subjects:
Online Access:https://doi.org/10.2478/auseb-2022-0012