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Using natural language processing to measure COVID-19-induced economic policy uncertainty for Canada and the USA - MaRDI portal

Using natural language processing to measure COVID-19-induced economic policy uncertainty for Canada and the USA

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Publication:6601930

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DOI10.1007/978-3-031-14197-3_8MaRDI QIDQ6601930

Ba Chu, Michel Demers, Fanny S. Demers, Shafiullah Qureshi

Publication date: 11 September 2024

zbMATH Keywords

NLP impulse response uncertainty index EPU COVID-19 BERT RoBERTa SBERT

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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