![]() ![]() The data here will be regularly updated at a weekly frequency. The Daily News Sentiment Index is constructed as a trailing weighted-average of time series, with weights that decline geometrically with the length of time since article publication. SSW aggregate the individual article scores into a daily time-series measure of news sentiment, relying on a statistical adjustment that accounts for changes over time in the composition of the sample across newspapers. SSW use articles with at least 200 words where Factiva identified the article’s topic as “economics” and the country subject as “United States.” Combining publicly available lexicons with a news-specific lexicon constructed by the authors, the study develops a sentiment-scoring model tailored specifically for newspaper articles. 5400 Three Notched Road, Crozet, VA 22932. The newspapers cover all major regions of the country, including some with extensive national coverage such as the New York Times and the Washington Post. Musictoday II, LLC operates as a service provider to New York Daily News, and is solely responsible for all aspects of your purchase. newspapers compiled by the news aggregator service Factiva. Shapiro, Sudhof, and Wilson (2020, hereafter SSW), construct sentiment scores for economics-related news articles from 24 major U.S. The index is described in Buckman, Shapiro, Sudhof, and Wilson (2020) and based on the methodology developed in Shapiro, Sudhof, and Wilson (2020). The Daily News Sentiment Index is a high frequency measure of economic sentiment based on lexical analysis of economics-related news articles. ![]()
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