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Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P.
In: Papers.
RePEc:arx:papers:2012.12802.

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  2. TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E.
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  3. Forecasting the term structure of commodities future prices using machine learning. (2023). Saporito, Yuri F ; Figueiredo, Mario.
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  7. Colombian inflation forecast using Long Short-Term Memory approach. (2023). Cristiano-Botia, Deicy J ; Cardenas-Cardenas, Julian Alonso ; Martinez-Cortes, Nicolas.
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  9. Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
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  14. Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor .
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  15. Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

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  2. The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan.
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    RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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  3. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
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  4. Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2405.10449.

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  5. Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele.
    In: Quality & Quantity: International Journal of Methodology.
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  6. Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry.
    In: Working Papers.
    RePEc:rnp:wpaper:w20220250.

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  7. Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari.
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  8. The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina.
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    RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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  9. Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth.
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    RePEc:dnb:dnbwpp:766.

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  10. Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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  11. Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca.
    In: Papers.
    RePEc:arx:papers:2302.01434.

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  12. Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert.
    In: Papers.
    RePEc:arx:papers:2302.01233.

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  13. .

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  14. Text data rule - dont they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators. (2022). Jentsch, Carsten ; Muller, Henrik ; Rieger, Jonas ; Shrub, Yuliya.
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  15. Making text count: Economic forecasting using newspaper text. (2022). Kapadia, Sujit ; Kapetanios, George ; Redl, Chris ; Turrell, Arthur ; Kalamara, Eleni.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:5:p:896-919.

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  16. News media versus FRED?MD for macroeconomic forecasting. (2022). Thorsrud, Leif Anders ; Larsen, Vegard H ; Ellingsen, Jon.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:1:p:63-81.

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  17. COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. (2022). Potì, Valerio ; Matkovskyy, Roman ; Bredin, Don ; Chen, Yuting ; Poti, Valerio.
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  18. INFLATION EXPECTATIONS AND CONSUMPTION WITH MACHINE LEARNING. (2022). Uuskla, Lenno ; Gabrielyan, Diana.
    In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
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  19. Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela.
    In: Technological Forecasting and Social Change.
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  20. When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

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  21. Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:305.

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  22. Macroeconomic Forecasting Using Data from Social Media. (2022). Shulyak, Elena.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:81:y:2022:i:4:p:86-112.

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  23. Using newspapers for textual indicators: which and how many?. (2022). Pérez, Javier ; Molina Sánchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J.
    In: Working Papers.
    RePEc:bde:wpaper:2235.

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  24. .

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  25. Nowcasting and forecasting GDP growth with machine-learning sentiment indicators.. (2021). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202103.

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  26. The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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  27. Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage. (2021). Jakher, Astha ; Lee, Jasmine Siu ; Bai, Xiwen.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:155:y:2021:i:c:s1366554521002520.

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  28. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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  29. Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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  30. The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

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  31. A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven.
    In: Economics Letters.
    RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159.

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  32. Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528.

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  33. News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

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  34. Tourism demand forecasting with online news data mining. (2021). Hu, Mingming ; Park, Jinah.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001511.

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  35. Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212616.

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  36. Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin.
    In: Working papers.
    RePEc:bfr:banfra:821.

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  37. A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2106.05240.

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  38. A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc.
    In: Swiss Journal of Economics and Statistics.
    RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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  39. Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8.

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  40. A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc.
    In: IRENE Working Papers.
    RePEc:irn:wpaper:20-05.

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  41. Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403074.

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  42. Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:2002.

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  43. Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585.

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  44. News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8639.

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  45. News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon.
    In: Working Papers.
    RePEc:bny:wpaper:0091.

    Full description at Econpapers || Download paper

  46. News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon.
    In: Working Paper.
    RePEc:bno:worpap:2020_14.

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  47. ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

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  48. Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P.
    In: Papers.
    RePEc:arx:papers:2012.12802.

    Full description at Econpapers || Download paper

  49. Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/3mgbd73vkp9f9oje7utooe7vpg.

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  50. Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403256.

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  51. Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul.
    In: Working Papers.
    RePEc:crb:wpaper:2019-08.

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  52. Text Mining-based Economic Activity Estimation. (2018). Yakovleva, Ksenia.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:77:y:2018:i:4:p:26-41.

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