Measuring economic uncertainty using news-media textual data
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Cited by:
- Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
- David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015. "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
- Henry W. Chappell & William Greene & Mark N. Harris & Christopher Spencer, 2022. "Uncertainty and the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 825-858, June.
- Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018. "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers 1882, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Eleni Kalamara & Arthur Turrell & Chris Redl & George Kapetanios & Sujit Kapadia, 2022.
"Making text count: Economic forecasting using newspaper text,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 896-919, August.
- Kalamara, Eleni & Turrell, Arthur & Redl, Chris & Kapetanios, George & Kapadia, Sujit, 2020. "Making text count: economic forecasting using newspaper text," Bank of England working papers 865, Bank of England.
- Nuccio Ludovico & Marc Esteve Del Valle & Franco Ruzzenenti, 2020. "Mapping the Dutch Energy Transition Hyperlink Network," Sustainability, MDPI, vol. 12(18), pages 1-24, September.
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More about this item
Keywords
economic uncertainty; news-media; text-mining; stock returns volatility;All these keywords.
JEL classification:
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2015-06-13 (Computational Economics)
- NEP-MAC-2015-06-13 (Macroeconomics)
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