Developing news-based Economic Policy Uncertainty index with unsupervised machine learning
Economics Letters, 2017, vol. 158, issue C, 47-50
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)
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