UCL Dissertation 24/25

This repository contains the codebase for my dissertation project.
It includes scripts for scraping, cleaning, transforming, and analysing financial and textual data.

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Scripts Overview

• CPI_surprise.py
  Calculates CPI surprises using Reuters & ONS data.
  Includes ILS validation.

• GLC.py
  Transforms gilt data into the correct format and performs cleaning.

• boe_bank_rate.py
  Formats and cleans historical Bank of England rate decisions.

• boe_minutes_metadata.py
  Web scrape for collecting manual metadata on BoE minutes.

• boe_scrape.py
  Scrapes both BoE speech and minutes textual data.

• boe_speech_metadata.py
  Web scrape for collecting manual metadata on BoE speeches.

• event_analysis.py
  Runs event study regressions.

• swaps.py
  Cleans and formats swaps data.

• text_analysis.py
  Creates sentiment scores for the corpus and performs text validation.

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Notes

• Large datasets are not included in this repository.
• The focus here is on reproducibility of methods and analysis pipeline.