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'...

Полное описание

Библиографические подробности
Главный автор: Huang, Chengyu
Другие авторы: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2019.
Серии:IMF Working Papers; Working Paper ; No. 2019/273
Online-ссылка:Full text available on IMF