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News media versus FRED‐MD for macroeconomic forecasting (replication data)
Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one... -
Replication Data for: BIGPROD Data Sample
This data sample (in support the article "Indicators on firm level innovation activities from web scraped data" https://ssrn.com/abstract=3938767) contains data on companies'...