evaluated by computing "news" on the basis of an evolving conditioning information set. The marginal contribution is then split …

judgement, but it does it in a fully automatic way. In particular, it provides an explicit link between the news in consecutive …

Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real …-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature …, namely the FRED-MD dataset. Focusing on U.S. GDP, consumption and investment growth, our results suggest that the news data …

Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real …-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature …, namely the FRED-MD dataset. Focusing on U.S. GDP, consumption and investment growth, our results suggest that the news data …

We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency … information. Our analysis includes more than 100,000 news articles relevant to the six most-traded foreign exchange currency pairs … for the presence of selective attention offer improved fitting and forecasting results. Specifically, we document a …

We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency … information. Our analysis includes more than 100,000 news articles relevant to the six most-traded foreign exchange currency pairs … for the presence of selective attention offer improved fitting and forecasting results. Specifically, we document a …

wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models …

This paper elaborates on the link between financial market volatility and real economic activity. Using monthly data … the future stance of the business cycle and on the volatility of industrial production. The results of our empirical … investigation lead us to reject the hypothesis that financial market volatility causes the cycle or real volatility. …