THE IMPACTS OF SPEECHES ON NOWCASTING GDP: A CASE STUDY ON EURO AREA MARKETS
The use of speech data in nowcasting models is a new topic while the use of sentiment and emotion indicators from microblogs and internet platforms in nowcasting models has been discussed in the literature. The effect of the speech data of European Central Bank’s (ECB) officials on nowcasting Euro...
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| Format: | Article |
| Language: | English |
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“Victor Slăvescu” Centre for Financial and Monetary Research
2021-03-01
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| Series: | Financial Studies |
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| Online Access: | http://fs.icfm.ro/Paper01.FS1.2021.pdf |