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11 juin 2020
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- 2006.06457
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Economics - EconometricsSujets proches
Philosophy--Methodology Measuring Mensuration Learning, Machine Livestock rations Rations, Livestock Domestic animals--Feeding and feeds Animal rations Feeding stuffs Livestock--Feeding and feeds Feedingstuff Feed Animal feeds Rations, Animal Feeding and feeding stuffs Animals--Feeding and feeds Fodder Feedstuff Economic theory Political economy State planning Economic planning National planning Economic nationalismCiter ce document
Rickard Nyman et al., « Text as data: a machine learning-based approach to measuring uncertainty », arXiv - économie
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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