Data for: Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty

Main Author: Xie, Fangzhou
Format: Dataset
Terbitan: Mendeley , 2020
Subjects:
Online Access: https:/data.mendeley.com/datasets/p35tpdmg4d
Daftar Isi:
  • The data file is in .tsv format, with the tab character ("\t") delimiting data entries. 'svdsum' refers to the EPU data I have generated in this paper, 'news' refers to Baker's original data, and 'arz' refers the automatically generated EPU by Andrés Azqueta-Gavaldón.