Econometrics meets sentiment: An overview of methodology and applications

Publication
Journal of Economic Surveys, 34(3), 512–547

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.

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