How to cite

Everything published here is free to use for academic research. In exchange we ask two things: cite the reference below, and put https://sentometrics-research.com in a footnote so others can find the data. Full terms are in the licence.

Indices

Media Climate Change Concerns (MCCC)

@article{ArdiaBluteauBoudtInghelbrecht2023,
  author  = {Ardia, David and Bluteau, Keven and Boudt, Kris and Inghelbrecht, Koen},
  title   = {Climate change concerns and the performance of green versus brown stocks},
  journal = {Management Science},
  year    = {2023},
  doi     = {10.1287/mnsc.2022.4636}
}

Economic Policy Uncertainty — Quebec

@article{ArdiaBluteauKassem2021,
  author  = {Ardia, David and Bluteau, Keven and Kassem, Alaa},
  title   = {A century of economic policy uncertainty through the {French-Canadian} lens},
  journal = {Economics Letters},
  volume  = {205},
  pages   = {109938},
  year    = {2021},
  doi     = {10.1016/j.econlet.2021.109938}
}

Economic Policy Uncertainty — Belgium

@article{AlgabaBormsBoudtVanPelt2020,
  author  = {Algaba, Andres and Borms, Samuel and Boudt, Kris and Van Pelt, Jeroen},
  title   = {The economic policy uncertainty index for {Flanders}, {Wallonia} and {Belgium}},
  journal = {Bank- en Financiewezen},
  number  = {6},
  year    = {2020},
  doi     = {10.2139/ssrn.3580000}
}

US Topical Economic Sentiment

@article{ArdiaBluteauBoudt2019,
  author  = {Ardia, David and Bluteau, Keven and Boudt, Kris},
  title   = {Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values},
  journal = {International Journal of Forecasting},
  volume  = {35},
  pages   = {1370--1386},
  year    = {2019},
  doi     = {10.1016/j.ijforecast.2018.10.010}
}

Software

sentometrics (R)

@article{ArdiaBluteauBormsBoudt2021,
  author  = {Ardia, David and Bluteau, Keven and Borms, Samuel and Boudt, Kris},
  title   = {The {R} package \pkg{sentometrics} to compute, aggregate, and predict with textual sentiment},
  journal = {Journal of Statistical Software},
  volume  = {99},
  number  = {2},
  pages   = {1--40},
  year    = {2021},
  doi     = {10.18637/jss.v099.i02}
}

In R, citation("sentometrics") returns the same entry.

Methodology

If you are citing the field rather than one of its products, cite the survey:

@article{AlgabaArdiaBluteauBormsBoudt2020,
  author  = {Algaba, Andres and Ardia, David and Bluteau, Keven and Borms, Samuel and Boudt, Kris},
  title   = {Econometrics meets sentiment: An overview of methodology and applications},
  journal = {Journal of Economic Surveys},
  volume  = {34},
  pages   = {512--547},
  year    = {2020},
  doi     = {10.1111/joes.12370}
}

The hub itself

@misc{SentometricsResearch,
  author       = {{Sentometrics Research}},
  title        = {Sentometrics Research: Indices, software and methods for textual sentiment},
  howpublished = {\url{https://sentometrics-research.com}},
  year         = {2026}
}