Including news data in forecasting macro economic performance of China

DOI10.1007/S10287-020-00382-5OpenAlexW3113933862MaRDI QIDQ2033701

Asger Lunde, Miha Torkar

Publication date: 17 June 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-020-00382-5

zbMATH Keywords

principal component analysismacroeconomicsnewsfactor modelssentiment

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• OptiRisk

Cites Work

• The three-pass regression filter: a new approach to forecasting using many predictors
• Mixed-Frequency Vector Autoregressive Models
• Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
• Forecasting Using Principal Components From a Large Number of Predictors
• The Generalized Dynamic Factor Model
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