Time Series of Media Implied Economic Sentiments (Dictionary)



These are monthly time series of media implied economic sentiments based on economic policy coverage in the main Broadsheet Newspapers in United Kingom. The time series was derived using unsupervised Machine learning where assignment of sentiment scores was achieved using the Loughran-MacDonald Dictionary for assignment of positive and negative scores.
Date made available2 Dec 2022
PublisherUniversity of Dundee
Temporal coverageJan 1990 - Dec 2018
Geographical coverageUnited Kingdom

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