Time Series of Media Implied Economic Sentiments (Linear Support Vector Machine)



This dataset consists of economic implied sentiments based on filtering of articles based on economic policy keywords. The process of filtering is described in :

Rambaccussing, D., & Kwiatkowski, A. (2020). Forecasting with news sentiment: Evidence with UK newspapers. International Journal of Forecasting, 36(4), 1501-1516.

Bowden, J., Kwiatkowski, A., & Rambaccussing, D. (2019). Economy through a lens: distortions of policy coverage in UK national newspapers. Journal of Comparative Economics, 47(4), 881-906.

The construction of the sentiment scores uses supervised machine learning where the training, testing and validation is performed using Linear Supportn Vector systems.
Date made available2 Dec 2022
PublisherUniversity of Dundee
Temporal coverageFeb 1990 - Dec 2018
Geographical coverageUnited Kingdom

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