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With a novel dataset, we test whether sentiment in TV news can be used as a proxy for consumer sentiment in order to explain changes in private consumption growth in the United States. The University of Michigan Index of Consumer Sentiment is taken to compare its explanatory power with TV...
Persistent link: https://www.econbiz.de/10008729011
We examine the information content of a newly created news sentiment index from over 300,000 articles from some of the most widely read newspapers in the US to explain changes in the University of Michigan Index of Consumer Sentiment from 1995 to 2009. Using ARMA-models, we show that consumer...
Persistent link: https://www.econbiz.de/10008729027
We perform principal components analyses of the University of Michigan Index of Consumer Sentiment and TV sentiment in order to gain information on their structure and information content. By introducing the new sentiment variable TV sentiment, gathered from sentiment from statements from over...
Persistent link: https://www.econbiz.de/10009406699
Persistent link: https://www.econbiz.de/10009633743
We examine the information content of a newly created news sentiment index from over 300,000 articles from some of the most widely read newspapers in the US to explain changes in the University of Michigan Index of Consumer Sentiment from 1995 to 2009. Using ARMA-models, we show that consumer...
Persistent link: https://www.econbiz.de/10010277782
With a novel dataset, we test whether sentiment in TV news can be used as a proxy for consumer sentiment in order to explain changes in private consumption growth in the United States. The University of Michigan Index of Consumer Sentiment is taken to compare its explanatory power with TV...
Persistent link: https://www.econbiz.de/10010285809
We perform principal components analyses of the University of Michigan Index of Consumer Sentiment and TV sentiment in order to gain information on their structure and information content. By introducing the new sentiment variable TV sentiment, gathered from sentiment from statements from over...
Persistent link: https://www.econbiz.de/10010286248
Persistent link: https://www.econbiz.de/10009490825
Persistent link: https://www.econbiz.de/10012649947