Wasserstein Index Generation Model : Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty

I propose a novel method, the Wasserstein Index Generation model (WIG), to generate a public sentiment index automatically. To test the model's eﬀectiveness, an application to generate Economic Policy Uncertainty (EPU) index is showcased

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Year of publication:	2019
Authors:	Xie, Fangzhou
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Zeitreihenanalyse \| Time series analysis \| Wirtschaftspolitik \| Economic policy \| Index \| Index number \| Theorie \| Theory \| Indexberechnung \| Index construction \| Risiko \| Risk

Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 224, 2019 erstellt
Other identifiers:	10.2139/ssrn.3491416 [DOI]
Classification:	C80 - Data Collection and Data Estimation Methodology; Computer Programs. General ; D80 - Information and Uncertainty. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012858940