Econometrics meets sentiment: An overview of methodology and applications
The advent of massive amounts of textual, audio, and visual data has spurred the
development of econometric methodology to transform qualitative sentiment data into …
development of econometric methodology to transform qualitative sentiment data into …
Nomination committee characteristics and exposure to environmental, social and governance (ESG) controversies: evidence from European global systemically …
AP Iannuzzi, S Dell'Atti, E D'Apolito… - … The International Journal …, 2023 - emerald.com
Purpose Based on the agency and resource dependence theories, this study aims to
investigate whether nomination committee (NC) characteristics could serve as key attributes …
investigate whether nomination committee (NC) characteristics could serve as key attributes …
The impact of interest rate, exchange rate and European business climate on economic growth in Romania: An ARDL approach with structural breaks
The role of the interest and exchange rates in sustaining economic growth has been a highly
researched subject. Therefore, this study examines the influence of the monetary policy …
researched subject. Therefore, this study examines the influence of the monetary policy …
[HTML][HTML] Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
The modern calculation of textual sentiment involves a myriad of choices as to the actual
calibration. We introduce a general sentiment engineering framework that optimizes the …
calibration. We introduce a general sentiment engineering framework that optimizes the …
Economic sentiment indicators and their prediction capabilities in business cycles of EU countries
A Tkacova, B Gavurova - Oeconomia Copernicana, 2023 - ceeol.com
Research background: The post-World Financial Crisis period has showed us that an
application of the qualitative data focused on the expectations of the enterprises and …
application of the qualitative data focused on the expectations of the enterprises and …
Economic forecasting with evolved confidence indicators
We present a machine-learning method for sentiment indicators construction that allows an
automated variable selection procedure. By means of genetic programming, we generate …
automated variable selection procedure. By means of genetic programming, we generate …
A reappraisal of the causal relationship between sentiment proxies and stock returns
This article investigates the suitability of 13 investor sentiment proxies as causal
explanations for monthly stock returns of the European S&P 350 constituents over 45 years …
explanations for monthly stock returns of the European S&P 350 constituents over 45 years …
Impact of the COVID-19 pandemic on economic sentiment: A cross-country study
H Zhang, Y Ding, J Li - Emerging Markets Finance and Trade, 2021 - Taylor & Francis
This paper empirically analyzes the impact of the COVID-19 pandemic on economic
sentiment by constructing an econometric model using monthly data from 36 countries from …
sentiment by constructing an econometric model using monthly data from 36 countries from …
A note on the “Economic policy uncertainty index”
BŠ Perić, P Sorić - Social Indicators Research, 2018 - Springer
This paper builds upon the renowned media reports-based “Economic policy
uncertainty”(EPU) index and analyzes its Granger-causal interrelationships with consumer …
uncertainty”(EPU) index and analyzes its Granger-causal interrelationships with consumer …
Economic sentiment and business cycles: A spillover methodology approach
M Čižmešija, T Škrinjarić - Economic systems, 2021 - Elsevier
This paper is one of the latest attempts to observe and explain the relationship between the
Economic Sentiment Indicator (ESI) and GDP growth. This new approach uses the Diebold …
Economic Sentiment Indicator (ESI) and GDP growth. This new approach uses the Diebold …