Andres Algaba | Sentometrics Research

The economic policy uncertainty index for Flanders, Wallonia and Belgium

Tue, 01 Dec 2020 00:00:00 +0000

The index is derived daily from major Belgian newspapers in French and Dutch since 2001, using triplets of economy / policy / uncertainty keywords defined by a combination of expert judgment and NLP. A 2021 revision made the index more local to Belgium and better aligned across the two languages.

Download the index.

Econometrics meets sentiment: An overview of methodology and applications

Mon, 01 Jun 2020 00:00:00 +0000

The reference entry point to sentometrics. It walks through the full chain of an econometric analysis of textual sentiment — corpus construction, sentiment computation, aggregation into time series, and use in a model — and organises the applications across economics, finance and politics.

Start here, then read the software vignette.