Questioning the news about economic growth : sparse forecasting using thousands of news-based sentiment values
David Ardia, Keven Bluteau, Kris Boudt
| Year of publication: |
2019
|
|---|---|
| Authors: | Ardia, David ; Bluteau, Keven ; Boudt, Kris |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1370-1386
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| Subject: | Elastic net | Sentiment analysis | Sentometrics | Time series aggregation | Topic-sentiment | US industrial production | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wirtschaftswachstum | Economic growth | USA | United States | Theorie | Theory | Aggregation | Industrieproduktion | Industrial production |