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Constructing high-frequency and thematic economic sentiment indicators from online news articles: applications in the Philippine context

In: Data science in central banking: enhancing the access to and sharing of data

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  • Alan Chester Arcin
  • Carmelita Esclanda-Lo
  • Chelsea Anne Ong
  • Rossvern Reyes

Abstract

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Suggested Citation

  • Alan Chester Arcin & Carmelita Esclanda-Lo & Chelsea Anne Ong & Rossvern Reyes, 2025. "Constructing high-frequency and thematic economic sentiment indicators from online news articles: applications in the Philippine context," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: enhancing the access to and sharing of data, volume 64, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:64-29
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    References listed on IDEAS

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    1. David M. Blei & Alp Kucukelbir & Jon D. McAuliffe, 2017. "Variational Inference: A Review for Statisticians," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 859-877, April.
    2. Tim Loughran & Bill Mcdonald, 2011. "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks," Journal of Finance, American Finance Association, vol. 66(1), pages 35-65, February.
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