Words are the New Numbers: A Newsy Coincident Index of the Business Cycle

DOI10.1080/07350015.2018.1506344MaRDI QIDQ6626316zbMATH OpenFDO

Authors

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2018.1506344

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• 10.1162/jmlr.2003.3.4-5.993
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• Identification theory for high dimensional static and dynamic factor models
• Mixture Kalman Filters
• News media and delegated information choice
• Sequential Monte Carlo Methods in Practice
• The value of news for economic developments
• Transparency and deliberation within the FOMC: a computational linguistics approach

Cited in

(3)

• Machine Learning Time Series Regressions With an Application to Nowcasting
• Forecasting Inflation Using Economic Narratives
• Risky news and credit market sentiment

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