Linking words in economic discourse: implications for macroeconomic forecasts

Abstract: This paper develops indicators of unstructured press information by exploiting word vector representations. A model is trained using a corpus covering 90 years of Wall Street Journal content. The information content of the indicators is assessed through business cycle forecast exercise...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autor principal: Aromí, José Daniel
Formato: Artículo
Lenguaje:Inglés
Publicado: Elsevier 2020
Materias:
Acceso en línea:https://repositorio.uca.edu.ar/handle/123456789/10786
https://doi.org/10.1016/j.ijforecast.2019.12.001 0169-2070
Aporte de:

Ejemplares similares