forecasting gdp in europe with textual data (replication data)

Replication files and data for "Forecasting GDP in Europe with textual data" by L. Barbaglia, S. Consoli, S. Manzan, in Journal of Applied Econometrics (2023).

Data and Resources

readme.bcm.txt .txt Popular
ReadMe file
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EU_sentiments.csv CSV Popular
Daily sentiment indicators.
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JAE_replication_files.zip .zip Popular
Replication files for the main results of "Forecasting GDP in Europe with...
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Suggested Citation

Barbaglia, Luca; Consoli, Sergio; Manzan, Sebastiano (2023): Forecasting GDP in Europe with textual data (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023282.0824420622