The value of news for economic developments

DOI10.1016/J.JECONOM.2018.11.013zbMath1452.62939OpenAlexW2901744606WikidataQ128958129 ScholiaQ128958129MaRDI QIDQ1740352

Vegard H. Larsen, Leif A. Thorsrud

Publication date: 30 April 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.013

zbMATH Keywords

business cyclesnewslatent Dirichlet allocation (LDA)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Stock-specific sentiment and return predictability ⋮ Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective ⋮ News and narratives in financial systems: exploiting big data for systemic risk assessment ⋮ Words speak as loudly as actions: central bank communication and the response of equity prices to macroeconomic announcements

Cites Work

• Bayesian forecasting and dynamic models.
• Sentiments
• The Impact of Uncertainty Shocks
• The General Theory of Employment, Interest, and Money
• Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*
• 10.1162/jmlr.2003.3.4-5.993
• Bayes Factors

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