Browsing BI Research Centre's Series by Subject "News"
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News media vs. FRED-MD for macroeconomic forecasting
(CAMP Working Paper Series;08/2020, Working paper, 2020-10-08)Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer ...