3 papers
econ.EM2026
Factor-Augmented Machine Learning Panel Regressions
Andrii Babii, Luca Barbaglia, Eric Ghysels +1
This paper develops the asymptotic theory for high-dimensional panel data regressions in settings with cross-sectionally dependent errors driven by common shocks. We consider a fac…
econ.EM2025
Nowcasting and aggregation: Why small Euro area countries matter
Andrii Babii, Luca Barbaglia, Eric Ghysels +1
The paper studies the nowcasting of Euro area Gross Domestic Product (GDP) growth using mixed data sampling machine learning panel data regressions with both standard macro release…
cs.CE2024
Sentiment Analysis of Economic Text: A Lexicon-Based Approach
Luca Barbaglia, Sergio Consoli, Sebastiano Manzan +2
We propose an Economic Lexicon (EL) specifically designed for textual applications in economics. We construct the dictionary with two important characteristics: 1) to have a wide c…