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The power of text-based indicators in forecasting Italian economic activity
Aprigliano, Valentina; Emiliozzi, Simone; Guaitoli, Gabriele - In: International journal of forecasting 39 (2023) 2, pp. 791-808
Persistent link: https://www.econbiz.de/10014465148
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News and narratives in financial systems : exploiting big data for systemic risk assessment
Nyman, Rickard; Kapadia, Sujit; Tuckett, David; … - 2018
Persistent link: https://www.econbiz.de/10011913791
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The perils of working with big data, and a SMALL checklist you can use to recognize them
Brave, Scott A.; Butters, R. Andrew; Fogarty, Michael - In: Business horizons 65 (2022) 4, pp. 481-492
Persistent link: https://www.econbiz.de/10013325848
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Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52
Persistent link: https://www.econbiz.de/10011615474
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Real-time real economic activity : exiting the Great Recession and entering the pandemic recession
Diebold, Francis X. - 2020 - This version June 26, 2020
Persistent link: https://www.econbiz.de/10012299187
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Trade sentiment and the stock market : new evidence based on big data textual analysis of Chinese media
Amstad, Marlene; Gambacorta, Leonardo; He, Chao; Xia, … - 2021
Persistent link: https://www.econbiz.de/10012483485
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Can we measure inflation expectations using Twitter?
Angelico, Cristina; Marcucci, Juri; Miccoli, Marcello; … - 2021
Persistent link: https://www.econbiz.de/10012612964
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Quantifying sentiment for the Japanese economy as predictors of stock prices
Ishijima, Hiroshi - 2014
Persistent link: https://www.econbiz.de/10010464989
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Nowcasting world trade with machine learning : a three-step approach
Chinn, Menzie David; Meunier, Baptiste; Stumpner, Sebastian - 2023
across different horizons and real-time datasets. To further improve performances when forecasting with machine learning, we …
Persistent link: https://www.econbiz.de/10014362630
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How is machine learning useful for macroeconomic forecasting?
Goulet Coulombe, Philippe; Leroux, Maxime; Stevanović, … - In: Journal of applied econometrics 37 (2022) 5, pp. 920-964
Persistent link: https://www.econbiz.de/10013464642