no code implementations • EMNLP (ECONLP) 2021 • Maximilian Ahrens, Michael McMahon
This “dispersion shock” series is not only more frequent than series that classically focus on policy announcement dates, it also opens up the possibility of answering new questions that have up until now been difficult to analyse.
1 code implementation • EMNLP 2021 • Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen
To this end, we combine a supervised Bayesian topic model with a Bayesian regression framework and perform supervised representation learning for the text features jointly with the regression parameter training, respecting the Frisch-Waugh-Lovell theorem.