Several authors have shown better results in forecasting economicvariables by considering the sentiment values in their models. Few studies havefocused on the identification of the causes which explain opinions and beliefs. Inthis paper, we propose a methodological framework based on Distributed Lag (DL)models in order to identify dynamic causal effects in the case of temporalaggregation of sentiment values.
Temporal sentiment analysis with distributed lag models
CARANNANTE, MARIA;
2019-01-01
Abstract
Several authors have shown better results in forecasting economicvariables by considering the sentiment values in their models. Few studies havefocused on the identification of the causes which explain opinions and beliefs. Inthis paper, we propose a methodological framework based on Distributed Lag (DL)models in order to identify dynamic causal effects in the case of temporalaggregation of sentiment values.File in questo prodotto:
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