Blar i BI Research Centre's Series på emneord "Business Cycles, Dynamic Factor Model, latent Dirichlet Allocation"
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Words are the new numbers: A newsy coincident index of business cycles
(CAMP Working Paper Series;4/2016, Working paper, 2016)In this paper I construct a daily business cycle index based on quarterly GDP and textual information contained in a daily business newspaper. The newspaper data is decomposed into time series representing newspaper topics ...