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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Bibliografiska uppgifter
Huvudupphovsman: Huang, Chengyu
Övriga upphovsmän: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2019.
Serie:IMF Working Papers; Working Paper ; No. 2019/273
Länkar:Full text available on IMF