• Quant (h)Edge
  • Posts
  • [Free Dataset] FOMC Statements, Speeches, Minutes, Press Conference and Meetings Scripts

[Free Dataset] FOMC Statements, Speeches, Minutes, Press Conference and Meetings Scripts

One of the datasets I would really like to have is a timestamped master-list of every comment made by a central banker in say, 10 years. There are things I’d like to analyze from that. I’ve snooped around and there is no such thing to be found. Not even for sale. I mean, you can get some data here or there but not the complete thing. If you know where I can get such data let me know. So for now I’ll have to settle for what I can get, which is to scrape central bank websites for all they’ve got (it’s allowed with some terms and conditions).

Last year I downloaded some data from the FOMC site. I basically scrapped the minutes, speeches, press conference manuscripts, statements and meeting scripts from around 2009. I’m going to use them for some text analysis later on for the blog. You can download the raw data here (txt and pickle files) if you want to play around with it yourself. It’s up to mid 2023 but I’ll get around to updating it soon as I do the other central banks.

I’m still working on the RARCH thing but I’ll be back in a jiffy! Share this data with someone who may find it useful.

Brian

Reply

or to participate.