01637cas a2200277 a 4500 AALejournalIMF015986 230101c9999 xx r poo 0 0eng d 5.00 USD 9781513518374 1018-5941 BD-DhAAL BD-DhAAL Huang, Chengyu. News-based Sentiment Indicators / Chengyu Huang, Sean Simpson, Daria Ulybina, Agustin Roitman. Washington, D.C. : International Monetary Fund, 2019. 1 online resource (56 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like 'fear', 'risk', 'hedging', 'opinion', and, 'crisis', as well as 'positive' and 'negative' sentiments, in news articles from the Financial Times. We assess the performance of our sentiment indices as 'news-based' early warning indicators (EWIs) for financial crises. We find that sentiment indices spike and/or trend up ahead of financial crises. Mode of access: Internet Roitman, Agustin. Simpson, Sean. Ulybina, Daria. IMF Working Papers; Working Paper ; No. 2019/273 Full text available on IMF http://elibrary.imf.org/view/journals/001/2019/273/001.2019.issue-273-en.xml IMF e-Library