An intensity-weighted LLM classifier scores the tone of every Copom statement from 2016 to 2026 and separately rates forward guidance and uncertainty.
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Reading Copom's Tone: A Weighted LLM Framework for Hawkish-Dovish Sentiment, Forward Guidance, and Uncertainty
An intensity-weighted LLM classifier scores the tone of every Copom statement from 2016 to 2026 and separately rates forward guidance and uncertainty.