ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS

Andres Algaba, David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt

Onderzoeksoutput: Article

7 Citaten (Scopus)

Samenvatting

The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. We survey this emerging research field and refer to it as sentometrics, which is a portmanteau of sentiment and econometrics. We provide a synthesis of the relevant methodological approaches, illustrate with empirical results, and discuss useful software.

Originele taal-2English
Pagina's (van-tot)512-547
Aantal pagina's36
TijdschriftJournal of Economic Surveys
Volume34
Nummer van het tijdschrift3
DOI's
StatusPublished - 1 jul 2020

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