Developing news-based economic policy uncertainty index with unsupervised machine learning

DOI10.1016/J.ECONLET.2017.06.032zbMath1396.91399OpenAlexW2672281213MaRDI QIDQ1782356

Andrés Azqueta-Gavaldón

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/143154/7/143154.pdf

zbMATH Keywords

latent Dirichlet allocation (LDA)economic policy uncertainty (EPU)unsupervised machine learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economics of information (91B44)

Related Items (1)

Wasserstein index generation model: automatic generation of time-series index with application to economic policy uncertainty

Uses Software

• gensim
• LDAvis

Cites Work

• 10.1162/jmlr.2003.3.4-5.993

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