Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
- Author
- Andres Algaba, Samuel Borms, Kris Boudt (UGent) and Brecht Verbeken
- Organization
- Keywords
- Business and International Management
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-8732329
- MLA
- Algaba, Andres, et al. “Daily News Sentiment and Monthly Surveys : A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence.” INTERNATIONAL JOURNAL OF FORECASTING, vol. 39, no. 1, 2023, pp. 266–78, doi:10.1016/j.ijforecast.2021.11.005.
- APA
- Algaba, A., Borms, S., Boudt, K., & Verbeken, B. (2023). Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence. INTERNATIONAL JOURNAL OF FORECASTING, 39(1), 266–278. https://doi.org/10.1016/j.ijforecast.2021.11.005
- Chicago author-date
- Algaba, Andres, Samuel Borms, Kris Boudt, and Brecht Verbeken. 2023. “Daily News Sentiment and Monthly Surveys : A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence.” INTERNATIONAL JOURNAL OF FORECASTING 39 (1): 266–78. https://doi.org/10.1016/j.ijforecast.2021.11.005.
- Chicago author-date (all authors)
- Algaba, Andres, Samuel Borms, Kris Boudt, and Brecht Verbeken. 2023. “Daily News Sentiment and Monthly Surveys : A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence.” INTERNATIONAL JOURNAL OF FORECASTING 39 (1): 266–278. doi:10.1016/j.ijforecast.2021.11.005.
- Vancouver
- 1.Algaba A, Borms S, Boudt K, Verbeken B. Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence. INTERNATIONAL JOURNAL OF FORECASTING. 2023;39(1):266–78.
- IEEE
- [1]A. Algaba, S. Borms, K. Boudt, and B. Verbeken, “Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence,” INTERNATIONAL JOURNAL OF FORECASTING, vol. 39, no. 1, pp. 266–278, 2023.
@article{8732329,
author = {{Algaba, Andres and Borms, Samuel and Boudt, Kris and Verbeken, Brecht}},
issn = {{0169-2070}},
journal = {{INTERNATIONAL JOURNAL OF FORECASTING}},
keywords = {{Business and International Management}},
language = {{eng}},
number = {{1}},
pages = {{266--278}},
title = {{Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence}},
url = {{http://doi.org/10.1016/j.ijforecast.2021.11.005}},
volume = {{39}},
year = {{2023}},
}
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