21 citations · 31 across the 4 of their papers we have counts for
4 papers
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…
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger +5
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies. However, European regional a…
Neural Forecasting of the Italian Sovereign Bond Market with Economic News
Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread. We use a big, open-source, database known as Global Da…
Emotions in Macroeconomic News and their Impact on the European Bond Market
Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain. We use a big, open-s…