Blar i Norges Banks vitenarkiv på emneord "LDA"

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    • Asset Returns, News Topics, and Media Effects 

      Larsen, Vegard Høghaug; Thorsrud, Leif Anders (Working Papers;17/2017, Working paper, 2017)
      We decompose the textual data in a daily Norwegian business newspaper into news topics and investigate their predictive and causal role for asset prices. Our three main findings are: (1) a one unit innovation in the news ...

    • Nowcasting Using News Topics. Big Data Versus Big Bank 

      Thorsrud, Leif Anders (Working Papers;20/2016, Working paper, 2016)
      The agents in the economy use a plethora of high frequency information, including news media, to guide their actions and thereby shape aggregate economic fluctuations. Traditional nowcasting approches have to a relatively ...

    • Words Are the New Numbers: A Newsy Coincident Index of Business Cycles 

      Thorsrud, Leif Anders (Working Papers;21/2016, Working paper, 2016)
      I construct a daily business cycle index based on quarterly GDP and textual information contained in a daily business newspaper. The newspaper data are decomposed into time series representing newspaper topics using a ...