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ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS

2020/05/21 by Andres Algaba, David Ardia, Keven Bluteau +2 · 1 citation
Computer Science · Social Sciences · #Advanced Text Analysis Techniques #Computational and Text Analysis Methods #Sentiment Analysis and Opinion Mining

paper · pdf · doi:10.1111/joes.12370

openalex publication_date 2020/05/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

Abstract The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. We survey this emerging research field and refer to it as sentometrics , which is a portmanteau of sentiment and econometrics. We provide a synthesis of the relevant methodological approaches, illustrate with empirical results, and discuss useful software.

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