Dr. Johannes Zahner
Research Interest
- Monetary Policy
- Natural Language Processing
- Deep-Learning
Education
- PhD in Economics, 2021
University of Marburg - M.Sc. in Economics, 2018
University of Bayreuth - B.Sc. in Economics, 2016
University of Magdeburg
Publications
Talking Fragmentation Away – Decoding the ’Whatever it Takes’ Effect (2024)
with Martin Baumgärtner in Economics Letters.What’s that Noise? Analysing Sentiment-based Variation in Central Bank Communication (2023)
with Bernd Hayo in Economics Letters.Recent developments in monetary policy communication (2023)
with Bernd Hayo in Reference Module in Social Sciences.Complexity of ECB Communication and Financial Market Trading (2022)
with Bernd Hayo, Kai Henseler, Marc S. Rapp in Journal of International Money and Finance.What is on the ECB’s Mind? Monetary Policy before and after the Global Financial Crisis (2021)
with Jonas Groß in Journal of Macroeconomics
Working Papers
Central banks sowing the seeds for a green financial sector? NGFS membership and market reactions (2024)
with Lion Fischer and Marc Steffen Rapp in IMFS Working Paper Series.Whose Inflation Rates Matter Most? A DSGE Model and Machine Learning Approach to Monetary Policy in the Euro Area (2023)
with Daniel Stempel in IMFS Working Paper Series.Whatever it takes to understand a central banker - Embedding their words using neural networks (2023)
with Martin Baumgärtner in MAGKS Joint Discussion Paper Series in Economics.
RR at the Journal of International EconomicsAbove, but close to two percent. Evidence on the ECB’s inflation target using text mining (2020)
in MAGKS Joint Discussion Paper Series in Economics.