Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis
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- De Bandt Olivier & Bricongne Jean-Charles & Denes Julien & Dhenin Alexandre & De Gaye Annabelle & Robert Pierre-Antoine, 2023. "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers 921, Banque de France.
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More about this item
Keywords
Inflation Expectations; Machine Learning; Text Analysis; Big Data;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-10-25 (Big Data)
- NEP-CMP-2021-10-25 (Computational Economics)
- NEP-MAC-2021-10-25 (Macroeconomics)
- NEP-MON-2021-10-25 (Monetary Economics)
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