加息预测看推特？美联储基于440万条推文创建追踪市场情绪新指标

智通财经2023-05-24

智通财经APP获悉，美联储研究人员根据推特的数据开发了一种衡量信贷和金融市场情绪的新方法，他们称这种方法有助于预测货币政策立场的变化。美联储经济学家在本月发表的一篇论文中写道，推特金融信心指数(Twitter Financial Sentiment Index)通过在社交媒体平台上使用自然语言处理，可以帮助估计次日的股市回报。他们发现，意外的政策收紧会导致市场情绪恶化，而且这些数据在预测央行加息...

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