Presentation 2014-09-11
Topic Extraction from the Financial and Economical Monthly Reports by using LDA : Japanese Economical Climate Analysis of the Second Abe Cabinet Period
Asako MATSUDA, Kazuma OKAISHI, Yukari SHIROTA, Takako HASHIMOTO, Tamaki SAKURA,
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Abstract(in English) We conducted a topic extraction from the financial and economical monthly reports by Bank of Japan to analyze the time series changes of the rate of the extracted topics. The target periods were January to December in 2012 and one from January 2013 to July 2014. In the latter period, we found a topic related to the increase of consumption tax to be held on the first April, 2014. The topic was related to the last-minute shopping or demand before the tax increase. The topic had increased for about 8 months which was so long, compared with 4 months of the topic "decrease of domestic product owing to the great earthquake in 2011." Another topic in 2013 to 2014 was the turnaround of the economy. The topic showed a similar movement to the increase of the Nikkei Stock Average.
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Keyword(in English) Topic Extraction / LDA Model / Financial and Economical Monthly Reports / Increase in Consumption Tax
Paper # DE2014-37
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Committee DE
Conference Date 2014/9/3(1days)
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Registration To Data Engineering (DE)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Topic Extraction from the Financial and Economical Monthly Reports by using LDA : Japanese Economical Climate Analysis of the Second Abe Cabinet Period
Sub Title (in English)
Keyword(1) Topic Extraction
Keyword(2) LDA Model
Keyword(3) Financial and Economical Monthly Reports
Keyword(4) Increase in Consumption Tax
1st Author's Name Asako MATSUDA
1st Author's Affiliation Gakushuin University, Faculty of Economics()
2nd Author's Name Kazuma OKAISHI
2nd Author's Affiliation Gakushuin University, Faculty of Economics
3rd Author's Name Yukari SHIROTA
3rd Author's Affiliation Gakushuin University, Faculty of Economics
4th Author's Name Takako HASHIMOTO
4th Author's Affiliation Chiba University of Commerce, Chiba University of Commerce
5th Author's Name Tamaki SAKURA
5th Author's Affiliation Japan Center for Economic Research
Date 2014-09-11
Paper # DE2014-37
Volume (vol) vol.114
Number (no) 204
Page pp.pp.-
#Pages 6
Date of Issue