从法裔加拿大人的视角看一个世纪的经济政策不确定性

ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic) Pub Date : 2021-02-01 DOI:10.2139/ssrn.3773702

David Ardia, Keven Bluteau, Alaa Kassem

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引用次数: 0

摘要

提出了一种新的基于令牌距离的三重方法来识别文本文档中的EPU提及。该方法应用于法语新闻语料库，构建了加拿大魁北克省百年历史EPU指数。该指标的相关性在一个宏观经济临近预报实验中得到了证明。

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A Century of Economic Policy Uncertainty Through the French-Canadian Lens

A novel token-distance-based triple approach is proposed for identifying EPU mentions in textual documents. The method is applied to a corpus of French-language news to construct a century-long historical EPU index for the Canadian province of Quebec. The relevance of the index is shown in a macroeconomic nowcasting experiment.

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ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic)

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