Measuring News Sentiment
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Suggested Citation
DOI: 10.24148/wp2017-01
Note: First published 1/5/2017 as "Measuring News Sentiment", FRSBF ER Working Paper 2017-01. This updated version, published under same title and WP number, on 3/13/2020.
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- Shapiro, Adam Hale & Sudhof, Moritz & Wilson, Daniel J., 2022. "Measuring news sentiment," Journal of Econometrics, Elsevier, vol. 228(2), pages 221-243.
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More about this item
Keywords
news; text sentiment analysis; economic sentiment; sentiment-scoring; sentiment shocks;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2017-01-29 (Computational Economics)
- NEP-MAC-2017-01-29 (Macroeconomics)
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