sentometrics research repository

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An open-source repository about sentiment+econometrics research.

View the Project on GitHub sborms/econometrics-meets-sentiment

Papers Links Workflow Glossary

Links

We group below various links to public code, data and tools.

Data

See here for the Global Database of Events, Language, and Tone (GDELT) project.

See here for an open-source textual, audio and visual data repository.

See here for a “live” news database.

Textual analysis

See here for CRAN’s Task View “NaturalLanguageProcessing.”

See here for a comparison of textual analysis functionalities in R and Python.

See here for the iFeel 2.0 tool for textual sentiment analysis benchmarking.

See here for the VADER sentiment algorithm for social media.

See here for the Distributed Multinomial Regression (DMR) code in Julia.

See here for various text-based Economic Policy Uncertainty (EPU) indices.

See here for Retriever’s online publication of its Norwegian text-based economic index.

See here for the Newsy Coincident Index of the business cycle project code in MATLAB.

Audio analysis

See here for the openSMILE software.

See here for the LVA software.

See here for the Vocapia speech-to-text software.

Facial analysis

See here for the OKAO software.

See here for the Luxand FaceSDK software.