We evaluate the informational content of news-based sentiment indicators for forecasting the Gross Domestic Product (GDP) of the five major European economies. The sentiment indicators that we construct are aspect-based, in the sense that we consider only the text that is related to a specific...

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a Fine-Grained Aspect-based Sentiment analysis that has two main characteristics: 1) we consider only the text in the article that is semantically...