News-based Sentiment Indicators /

We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like 'fear', 'risk', 'hedging', 'opinion', and, 'crisis', as well as 'positive' and 'negative'...

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Bibliographic Details
Main Author: Huang, Chengyu
Other Authors: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2019.
Series:IMF Working Papers; Working Paper ; No. 2019/273
Online Access:Full text available on IMF