Social media sentiment and consumer confidence

Research English OPEN
Daas, Piet J.H.; Puts, Marco J.H.;
  • Publisher: Frankfurt a. M.: European Central Bank (ECB)
  • Related identifiers: doi: 10.2866/11606
  • Subject: C55 | big data | methodology | sentiment | social media | statistics
    • ddc: ddc:330

Changes in the sentiment of Dutch public social media messages were compared with changes in monthly consumer confidence over a period of three-and-a-half years, revealing that both were highly correlated (up to r = 0.9) and that both series cointegrated. This phenomeno... View more
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