Sentiment analysis is increasingly viewed as a vital task both from an academic and a commercial standpoint. The majority of current approaches, however, attempt to detect the overall polarity of a sentence, paragraph, or text span, regardless of the entities (e.g., laptops, restaurants) and...

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of extreme observations, for instance those produced...

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of extreme observations, for instance those produced...