Nowcasting economic activity in Argentina using newspaper articles

Fil: Romero, Juan Pablo. Universidad de San Andrés. Departamento de Economía; Argentina.

Guardado en:
Detalles Bibliográficos
Autor principal: Romero, Juan Pablo
Otros Autores: Aromí, José Daniel
Formato: Tesis Tesis de maestría updatedVersion
Lenguaje:Inglés
Publicado: Universidad de San Andrés. Departamento de Economía 2024
Acceso en línea:http://hdl.handle.net/10908/23873
Aporte de:
Repositorio Digital - Universidad de San Andrés (UdeSa) de Universidad de San Andrés
id I37-R143-10908-23873
record_format dspace
spelling I37-R143-10908-238732025-01-20T15:23:34Z Nowcasting economic activity in Argentina using newspaper articles Romero, Juan Pablo Aromí, José Daniel Fil: Romero, Juan Pablo. Universidad de San Andrés. Departamento de Economía; Argentina. This paper explores leveraging unstructured textual data from Argentinian newspapers to nowcast the monthly Economic Activity Estimator (EMAE) of Argentina. Various economic uncertainty indexes are constructed by applying natural language processing techniques on local newspaper articles. The association between these indexes and the EMAE is analyzed through correlation analysis, Granger causality tests, and out-of-sample nowcasting exercises. The results suggest that the proposed indexes exhibit predictive value for nowcasting the EMAE across diverse data splits. While limitations exist regarding generalization across economic cycles, this study contributes in the viability of extracting valuable signals from news content to gain timely insights into economic trends, and highlights the potential for nowcasting key indicators from unstructured data as text mining capabilities and data availability continue expanding. 2024-06-25T13:36:14Z 2024-06-25T13:36:14Z 2024-03 Tesis info:eu-repo/semantics/masterThesis info:ar-repo/semantics/tesis de maestría info:eu-repo/semantics/updatedVersion Romero, J. P. (2024). Nowcasting economic activity in Argentina using newspaper articles. [Tesis de maestría, Universidad de San Andrés. Departamento de Economía]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/23873 http://hdl.handle.net/10908/23873 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía
institution Universidad de San Andrés
institution_str I-37
repository_str R-143
collection Repositorio Digital - Universidad de San Andrés (UdeSa)
language Inglés
description Fil: Romero, Juan Pablo. Universidad de San Andrés. Departamento de Economía; Argentina.
author2 Aromí, José Daniel
author_facet Aromí, José Daniel
Romero, Juan Pablo
format Tesis
Tesis de maestría
Tesis de maestría
updatedVersion
author Romero, Juan Pablo
spellingShingle Romero, Juan Pablo
Nowcasting economic activity in Argentina using newspaper articles
author_sort Romero, Juan Pablo
title Nowcasting economic activity in Argentina using newspaper articles
title_short Nowcasting economic activity in Argentina using newspaper articles
title_full Nowcasting economic activity in Argentina using newspaper articles
title_fullStr Nowcasting economic activity in Argentina using newspaper articles
title_full_unstemmed Nowcasting economic activity in Argentina using newspaper articles
title_sort nowcasting economic activity in argentina using newspaper articles
publisher Universidad de San Andrés. Departamento de Economía
publishDate 2024
url http://hdl.handle.net/10908/23873
work_keys_str_mv AT romerojuanpablo nowcastingeconomicactivityinargentinausingnewspaperarticles
_version_ 1824439461549703168

Ejemplares similares