Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på emneord "Machine learning"
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Components of Uncertainty
(CAMP Working Paper Series;4/2017, Working paper, 2017)Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identfication strategy to ... -
The Value of News
(CAMP Working Paper Series;6/2015, Working paper, 2015)We decompose a major business newspaper according to the topics it writes about, and show that the topics have predictive power for key economic variables and, especially noteworthy, for asset prices. Unexpected ...