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 …

which to analyze the link between news and asset price dynamics. We detect the sentiment of news stories using a dictionary … of sentiment-related words and negations and propose a set of more than five thousand information-based variables that … information measures on daily realized volatility and select them by penalized regression. Then, we perform a forecasting exercise …