The repository provides selected data and scripts related to the working papers
- Müller, H., Rieger. J. & Hornig, N. (2022). Vladimir vs. the Virus - a Tale of two Shocks. An Update on our Uncertainty Perception Indicator (UPI) to April 2022 - a Research Note. DoCMA Working Paper #11.
- Müller, H., Rieger. J. & Hornig, N. (2021). "Riders on the Storm". The Uncertainty Perception Indicator (UPI) in Q1 2021. DoCMA Working Paper #7.
- Müller, H., Rieger. J. & Hornig, N. (2021). "We’re rolling". Our Uncertainty Perception Indicator (UPI) in Q4 2020: introducing RollingLDA, a new Method for the Measurement of Evolving Economic Narratives. DoCMA Working Paper #6.
If you're using data from this repository or want to refer to the methodology of the UPI, please cite our paper
- Rieger, J., Hornig, N., Schmidt, T. and Müller, H. (2023). Early Warning Systems? Building Time Consistent Perception Indicators for Economic Uncertainty and Inflation Using Efficient Dynamic Modeling. Accepted for MUFin’23.
Instead, if you wish to refer to a particular interpretation, please cite the corresponding working paper.
For bug reports, comments and questions please use the issue tracker.
- rollinglda to model the rolling version of LDA.
- ldaPrototype to determine a prototype from a number of runs of Latent Dirichlet Allocation.
- tosca to manage and manipulate the corpora to a structure requested by
ldaPrototypeand to plot the corpora. - tmT to read the raw XML files of the articles and create the
textmetaobjects of the corpus. - tm to preprocess the text data.
- data.table to manage data tables.
- lubridate to handle dates.
- ggplot2 and
- GGally to visualize some statistics.
Please note: For legal reasons the repository cannot provide all data. Please let us know if you feel that there is anything missing that we could add.