Azqueta Gavaldon, A. (2017) Developing news-based economic policy uncertainty index with unsupervised machine learning. Economics Letters, 158, pp. 47-50. (doi: 10.1016/j.econlet.2017.06.032)
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Abstract
I propose creating a news-based Economic Policy Uncertainty (EPU) index by employing an unsupervised algorithm able to deduce the subject of each article without the need for pre-labelled data.
Item Type: | Articles |
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Status: | Published |
Refereed: | Yes |
Glasgow Author(s) Enlighten ID: | Azqueta Gavaldon, Andres |
Authors: | Azqueta Gavaldon, A. |
College/School: | College of Social Sciences > Adam Smith Business School |
Journal Name: | Economics Letters |
Publisher: | Elsevier |
ISSN: | 0165-1765 |
ISSN (Online): | 1873-7374 |
Published Online: | 27 June 2017 |
Copyright Holders: | Copyright © 2017 Elsevier B.V. |
First Published: | First published in Economics Letters 158: 47-50 |
Publisher Policy: | Reproduced in accordance with the copyright policy of the publisher |
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