Developing news-based economic policy uncertainty index with unsupervised machine learning

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
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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