Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Construction and testing of country-specific measures of economic uncertainty

2018/29/B/HS4/01462

Keywords:

geopolitical uncertainty dynamic modelling computer-aided text mining

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Akademia Finansów i Biznesu Vistula, Wydział Biznesu i Stosunków Międzynarodowych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Wojciech Charemza 

Number of co-investigators in the project: 10

Call: OPUS 15 - announced on 2018-03-15

Amount awarded: 352 047 PLN

Project start date (Y-m-d): 2019-01-31

Project end date (Y-m-d): 2022-01-30

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Moduł obliczeniowy w jezyku GAUSS Platinum.
  2. Moduły obliczeniowe w językach GAUSS i MATLAB (3 866 PLN)
  3. Pakiet statystyczny STATA.

Information in the final report

  • Publication in academic press/journals (4)
  • Book publications / chapters in book publications (1)
  1. The forecasting power of the multi-language narrative of the sell-side research: a machine learning evaluation
    Authors:
    Krzysztof Rybiński
    Academic press:
    Finance Research Letters (rok: 2020, tom: 34, 101261, strony: 45298), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2019.08.009 - link to the publication
  2. Anti-pandemic restrictions, uncertainty and sentiment in seven countries
    Authors:
    Wojciech Charemza, Svetlana Makarova, Krzysztof Rybiński
    Academic press:
    Journal of Comparative Economics (tom: brak, strony: brak), Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  3. Ranking professional forecasters by the predictive power of their narratives
    Authors:
    Krzysztof Rybiński
    Academic press:
    International Journal of Forecasting (rok: 2021, tom: 37, strony: 186-204), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2020.04.003 - link to the publication
  4. Economic uncertainty and natural language processing; The case of Russia
    Authors:
    Wojciech Charemza, Svetlana Makarova, Krzysztof Rybiński
    Academic press:
    Economic Analysis and Policy (rok: 2022, tom: 73, strony: 546-562), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eap.2021.11.011 - link to the publication
  1. Central banks' voting contest
    Authors:
    Wojciech Charemza
    Book:
    Modele w ekonomii (rok: 2020, tom: 1, strony: 19-33), Wydawca: Wydawnictwo Uniwersytetu Warszawskiego
    Status:
    Published

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