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Nowcasting Using News Topics. Big Data versus Big Bank · Study

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PreprintNowcasting Using News Topics. Big Data versus Big Bank

Leif Anders Thorsrud2016

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Preprintgreen2016

Nowcasting Using News Topics. Big Data versus Big Bank

Leif Anders Thorsrud

35 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Stock Market Forecasting Methods Computational and Text Analysis Methods

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References

2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market 1990Forecasting, Structural Time Series Models and the Kalman Filter 2002Macroeconomic Forecasting Using Diffusion Indexes 2012Predicting the Present with Google Trends 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals 2014Fluctuations in Uncertainty 2014Big Data: New Tricks for Econometrics

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2021Data Science for Economics and Financebook · 11 shared references 2016Words are the New Numbers: A Newsy Coincident Index of Business Cyclespreprint · 10 shared references 2013A Survey of Econometric Methods for Mixed-Frequency Datapreprint · 9 shared references 2018Business Cycle Narrativespreprint · 9 shared references 2021News media versus FRED‐MD for macroeconomic forecastingarticle · 8 shared references 2018Words are the New Numbers: A Newsy Coincident Index of the Business Cyclearticle · 7 shared references

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations35

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2139/ssrn.2901450

openalex_workW2582042908

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