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

Andres Azqueta-Gavaldon

Economics Letters, 2017, vol. 158, issue C, 47-50

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.

Keywords: Unsupervised machine learning; Latent Dirichlet Allocation (LDA); Economic Policy Uncertainty (EPU) (search for similar items in EconPapers)
JEL-codes: C80 D80 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:158:y:2017:i:c:p:47-50

DOI: 10.1016/j.econlet.2017.06.032

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