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We develop a resource-efficient methodology for measuring economic outlook in news text that combines document embeddings with synthetic training data generated by large language models. Applied to 27 million news articles, the resulting…

General Economics · Economics 2026-02-18 Elliot Beck , Franziska Eckert , Linus Kühne , Helge Liebert , Rina Rosenblatt-Wisch

The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance,…

Statistical Finance · Quantitative Finance 2015-12-16 Gabriele Ranco , Ilaria Bordino , Giacomo Bormetti , Guido Caldarelli , Fabrizio Lillo , Michele Treccani

News media coverage of monetary policy is not a passive transcript of central-bank communication: it filters announcements, macroeconomic news, and editorial choices into narratives that move expectations and policy decisions. We embed…

Econometrics · Economics 2026-05-15 Firmin Ayivodji , Etienne Briand , Kevin Moran , Dalibor Stevanovic

We evaluate the informational content of news-based sentiment indicators for forecasting Gross Domestic Product (GDP) and other macroeconomic variables of the five major European economies. Our data set includes over 27 million articles for…

Computational Engineering, Finance, and Science · Computer Science 2024-01-17 Luca Barbaglia , Sergio Consoli , Sebastiano Manzan

Social media is currently one of the most important means of news communication. Since people are consuming a large fraction of their daily news through social media, most of the traditional news channels are using social media to catch the…

Social and Information Networks · Computer Science 2019-08-23 Nagendra Kumar , Rakshita Nagalla , Tanya Marwah , Manish Singh

The Economic Policy Uncertainty index had gained considerable traction with both academics and policy practitioners. Here, we analyse news feed data to construct a simple, general measure of uncertainty in the United States using a highly…

Econometrics · Economics 2020-06-12 Rickard Nyman , Paul Ormerod

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…

Computational Engineering, Finance, and Science · Computer Science 2022-03-30 Luca Barbaglia , Sergio Consoli , Sebastiano Manzan

It is commonly believed that patterns of social ties affect individuals' economic status. Here, we translate this concept into an operational definition at the network level, which allows us to infer the economic wellbeing of individuals…

Physics and Society · Physics 2017-05-24 Shaojun Luo , Flaviano Morone , Carlos Sarraute , Matías Travizano , Hernán A. Makse

Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…

General Finance · Quantitative Finance 2015-08-24 Paul Ormerod , Rickard Nyman , David Tuckett

Subjective Well-being(SWB), which refers to how people experience the quality of their lives, is of great use to public policy-makers as well as economic, sociological research, etc. Traditionally, the measurement of SWB relies on…

Artificial Intelligence · Computer Science 2014-08-29 Bibo Hao , Lin Li , Rui Gao , Ang Li , Tingshao Zhu

As scientists we like to think that modern societies and their members base their views, opinions and behaviour on scientific facts. This is not necessarily the case, even though we are all (over-) exposed to information flow through…

Physics and Society · Physics 2014-06-04 Gerardo Iñiguez , Julia Tagüeña-Martínez , Kimmo K. Kaski , R. A. Barrio

The mainstream media has much leeway in what it chooses to cover and how it covers it. These choices have real-world consequences on what people know and their subsequent behaviors. However, the lack of objective measures to evaluate…

Computation and Language · Computer Science 2024-10-21 Alexandria Leto , Elliot Pickens , Coen D. Needell , David Rothschild , Maria Leonor Pacheco

This study proposes a new method of incorporating emotions from newspaper articles into macroeconomic forecasts, attempting to forecast industrial production and consumer prices leveraging narrative and sentiment from global newspapers. For…

Computers and Society · Computer Science 2021-04-15 Sonja Tilly , Markus Ebner , Giacomo Livan

We investigate how crises alter societies by analyzing the timing and channels of change using a longitudinal multi-wave survey of a representative sample of Americans throughout 2020. This methodology allows us to overcome some of the…

General Economics · Economics 2023-02-16 Guglielmo Briscese , Maddalena Grignani , Stephen Stapleton

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

Computation and Language · Computer Science 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

This research studies the impact of online news on social and economic consumer perceptions through semantic network analysis. Using over 1.8 million online articles on Italian media covering four years, we calculate the semantic importance…

General Economics · Economics 2023-07-24 A. Fronzetti Colladon , F. Grippa , B. Guardabascio , G. Costante , F. Ravazzolo

Passive consumption of a quantifiable amount of social media information related to a topic can cause individuals to form opinions. If a substantial amount of these individuals are motivated to take action from their recently established…

Social and Information Networks · Computer Science 2019-10-11 Derrik E. Asher , Justine Caylor , Casey Doyle , Alexis R. Neigel , Gyorgy Korniss , Boleslaw K. Szymanski

The formation of collective opinion is a complex phenomenon that results from the combined effects of mass media exposure and social influence between individuals. The present work introduces a model of opinion formation specifically…

Physics and Society · Physics 2014-01-07 Mehdi Moussaid

Despite the increasing diffusion of the Internet technology, TV remains the principal medium of communication. People's perceptions, knowledge, beliefs and opinions about matter of facts get (in)formed through the information reported on by…

Social and Information Networks · Computer Science 2011-02-14 Walter Quattrociocchi , Rosaria Conte , Elena Lodi

In this paper we explore the challenges of measuring sentiment in relation to Environmental, Social and Governance (ESG) social media. ESG has grown in importance in recent years with a surge in interest from the financial sector and the…

Computation and Language · Computer Science 2024-02-27 Karim Derrick
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