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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Dettagli Bibliografici
Autore principale: Huang, Chengyu
Altri autori: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2019.
Serie:IMF Working Papers; Working Paper ; No. 2019/273
Accesso online:Full text available on IMF