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 available||2 Dec 2022|
|Publisher||University of Dundee|
|Temporal coverage||Feb 1990 - Dec 2018|
|Geographical coverage||United Kingdom|