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Forecasting inflation with Twitter

Author

Listed:
  • J. Daniel Aromí

    (CONICET–Universidad de Buenos Aires. Instituto Interdisciplinario de Economía Política (IIEP). Buenos Aires, Argentina.)

  • Martín Llada

    (CONICET–Universidad de Buenos Aires. Instituto Interdisciplinario de Economía Política (IIEP). Buenos Aires, Argentina.)

Abstract

This paper explores the use of Twitter data to produce short‑term inflation forecasts in Argentina using text‑mining signals extracted from social media.

Suggested Citation

  • J. Daniel Aromí & Martín Llada, 2022. "Forecasting inflation with Twitter," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2022-76, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    • Handle: RePEc:ake:iiepdt:2022-76
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    File URL: https://ojs.economicas.uba.ar/DT-IIEP/article/view/2620/3372
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    Cited by:

    1. is not listed on IDEAS
    2. Fedor Minichev, 2026. "The potential of using textual data to estimate inflation expectations in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 81, pages 26-45.
    3. J. Daniel Aromí & Martín Llada, 2024. "Are professional forecasters inattentive to public discussions? The case of inflation in Argentina," Working Papers 300, Red Nacional de Investigadores en Economía (RedNIE).
    4. Diana Petrova, 2022. "Assessment of inflation expectations based on internet data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 25-38.

    More about this item

    Keywords

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    JEL classification:

    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E71 - Macroeconomics and Monetary Economics - - Macro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on the Macro Economy

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