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Nowcasting Using News Topics. Big Data versus Big Bank
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Nowcasting Using News Topics. Big Data versus Big Bank (2016)Nowcasting Using News Topics. Big Data ve…The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes (2014)The Media and the Diffusion o…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyBig Data: New Tricks for Econometrics (2014)Big Data: New Tricks for Econ…Now-Casting and the Real-Time Data Flow (2013)Now-Casting and the Real-Time…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Predicting the Present with Google Trends (2012)Predicting the Present with G…Journalists and the Stock Market (2012)Journalists and the Stock Mar…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Output and Inflation: The Role of Asset Prices (2001)Forecasting Output and Inflat…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Chapter 4 Forecast Combinations (2006)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Why Are There Still So Many Jobs? The History and Future of Workplace Automation (2015)Human Decisions and Machine Predictions (2017)American Economic Review (2019)Forecasting: theory and practice (2022)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)The Impact of Uncertainty Shocks (2009)Policy Uncertainty and Corporate Investment (2015)Measuring Economic Policy Uncertainty* (2016)Really Uncertain Business Cycles (2018)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Big data in tourism research: A literature review (2018)Text as Data (2019)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2014Big Data: New Tricks for Econometrics1,574 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2014The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes508 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
  • 2012Journalists and the Stock Market472 cited

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2013
Now-Casting and the Real-Time Data Flow
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