Semantic Scholar Open Access 2020 34 sitasi

Forecasting with news sentiment: Evidence with UK newspapers

Dooruj Rambaccussing Andrzej Kwiatkowski

Lihat Sumber DOI

Abstrak

Abstract We investigate the performance of newspapers for forecasting inflation, output and unemployment in the United Kingdom. We concentrate on whether the economic policy content reported in popular printed media can improve on existing point forecasts. We find no evidence supporting improved nowcasts or short-term forecasts for inflation. The sentiment inferred from printed media, can however be useful for forecasting unemployment and output. Considerable improvements are also noted when using individual newspapers and keyword based indices.

Topik & Kata Kunci

Economics

Penulis (2)

Dooruj Rambaccussing

Andrzej Kwiatkowski

Format Sitasi

APA MLA BibTeX

Rambaccussing, D., Kwiatkowski, A. (2020). Forecasting with news sentiment: Evidence with UK newspapers. https://doi.org/10.1016/j.ijforecast.2020.04.002

Akses Cepat

Lihat di Sumber doi.org/10.1016/j.ijforecast.2020.04.002

Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Total Sitasi: 34×
Sumber Database: Semantic Scholar
DOI: 10.1016/j.ijforecast.2020.04.002
Akses: Open Access ✓