All 12 Figures

1. Rolling-Standardized Macro Variables

Chart 1

2. Principal Components

Chart 2

3. Macro Index Breakpoints

Chart 3

4. Inflation Index Breakpoints

Chart 4

5. Speech Volume

Chart 5

6. Inflation vs Sentiment

Chart 6

7. Rolling Betas (Macro)

Chart 7

8. Rolling R2 (Macro)

Chart 8

9. Rolling Betas (Inflation)

Chart 9

10. Rolling R2 (Inflation)

Chart 10

11. Correlation Matrix

Chart 11

12. PCA Loadings

Chart 12