4 ms·
Can the Federal Reserve Beige Book predict GDP?
- achompas 16y agoThe short answer is "yes," but I'm trying something different here. [0] Academic papers are opaque: data is never freely offered, data cleaning is never detailed, and (in the case of [0]) algorithms are provided by paid commercial software. Academic papers are notoriously secretive about their details, so what I'm trying here is a transparent, "open-source" academic paper. I'll explain everything while trying to reproduce [0], including data cleaning, methodology, and any sentiment analysis algorithms. Comments greatly appreciated! [0] http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1132332 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1132332