Developing news-based Economic Policy Uncertainty index with unsupervised machine learning

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 158
Issue: C
Pages: 47-50

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I propose creating a news-based Economic Policy Uncertainty (EPU) index by employing an unsupervised algorithm able to deduce the subject of each article without the need for pre-labeled data.

Technical Details

RePEc Handle
repec:eee:ecolet:v:158:y:2017:i:c:p:47-50
Journal Field
General
Author Count
1
Added to Database
2026-01-24