Macro & forecasting

Optimal text-based time-series indices

Choosing the aggregation scheme by optimising it against the target, instead of fixing it in advance.

A century of economic policy uncertainty through the French-Canadian lens

A hundred-year economic policy uncertainty index for Quebec, built from French-Canadian newspaper archives.

The economic policy uncertainty index for Flanders, Wallonia and Belgium

Daily economic policy uncertainty indices for Belgium, built separately from French- and Dutch-language sources.

Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values

The methodology behind the sentometrics package, applied to US economic growth — and the source of the topical US sentiment indices.