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Text as Data: a Machine Learning-based Approach to Measuring Uncertainty by Nyman, Rickard; Ormerod, Paul is a scholarly article available to read on EtoBox.

What is Text as Data: a Machine Learning-based Approach to Measuring Uncertainty about?

The Economic Policy Uncertainty index had gained considerable traction with both academics and policy practitioners. Here, we analyse news feed data to construct a simple, general measure of uncertainty in the United States using a highly cited machine learning methodology. Over the period January 1996 through May 2020, we show that the series unequivocally Granger-causes the EPU and there is no Granger-causality in the reverse direction

Author

Nyman, Rickard; Ormerod, Paul

Published

2020

Language

EN