Jon Ellingsen

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

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News Media vs. FRED-MD for Macroeconomic Forecasting

Number of pages: 45 Posted: 28 Oct 2020
Jon Ellingsen, Vegard Larsen and Leif Anders Thorsrud
BI Norwegian Business School, Norges Bank and Centre for Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
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Abstract:

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forecasting, real-time, machine learning, news, text data