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cs.CY2021
Predicting market inflation expectations with news topics and sentiment
Sonja Tilly, Giacomo Livan
This study presents a novel approach to incorporating news topics and their associated sentiment into predictions of breakeven inflation rate (BEIR) movements for eight countries w…
cs.CY2020
Macroeconomic forecasting through news, emotions and narrative
Sonja Tilly, Markus Ebner, Giacomo Livan
This study proposes a new method of incorporating emotions from newspaper articles into macroeconomic forecasts, attempting to forecast industrial production and consumer prices le…