Dataset - ZBW Journal Data Archive

Jon Ellingsen
;
Vegard H. Larsen
;
Leif Anders Thorsrud

News media versus FRED‐MD for macroeconomic forecasting (replication data)

Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one...

DOI:10.15456/jae.2022327.072026
- TXT

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