Shrub, Yuliya; Rieger, Jonas; Müller, Henrik; Jentsch, … - 2022
propose a mixed-frequency model to investigate the potential of using text data in form of newspaper articles for nowcasting … German GDP growth. Newspaper text data appears to be very helpful in this regard as it directly explains economic and social … on commonly used macro variables with and without additionally included information from text data (extracted in an …
