Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty
General Economics
2021-09-21 v4 Computation and Language
Economics
Abstract
I propose a novel method, the Wasserstein Index Generation model (WIG), to generate a public sentiment index automatically. To test the model`s effectiveness, an application to generate Economic Policy Uncertainty (EPU) index is showcased.
Keywords
Cite
@article{arxiv.1908.04369,
title = {Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty},
author = {Fangzhou Xie},
journal= {arXiv preprint arXiv:1908.04369},
year = {2021}
}
Comments
Accepted at Economics Letters, and will be available online soon