Wednesday, November 06, 2013

Enron Emails and Central Bank policy

There are two posts here with Model Analysis of the Enron Email Corpus from Data and Analysis with R, for Fun (and Maybe Work!):   This could be useful to try to replicate with Bank of England MPC minutes or even the Fed or ECB press conference.

"Having only ever played with Latent Dirichlet Allocation using gensim in python, I was very interested to see a nice example of this kind of topic modelling in R.  Whenever I see a really cool analysis done, I get the urge to do it myself.  What better corpus to do topic modelling on than the Enron email dataset?!?!?  Let me tell you, this thing is a monster!  According to the website I got it from, it contains about 500k messages, coming from 151 mostly senior management users and is organized into user folders.  I didn’t want to accept everything into my analysis, so I made the decision that I would only look into messages contained within the “sent” or “sent items” folders."

'There are a number of possibilities:

  1. Think about how the emphasis of monetary policy changes over time.  What is the effect of the financial crisis on one of more central banks. 
  2. The effect that new members or a new hear has on policy. 
  3. The common characteristics of central bank policy.  How does this tie in with co-movement of international assets? 

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