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Can we measure inflation expectations using Twitter?
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- New indicators of perceived inflation in France based on media data
by raphael.moncomble in Eco Notepad on 2022-12-26 14:31:41
Citations
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Cited by:
- Massimiliano Marcellino & Dalibor Stevanovic, 2022.
"The demand and supply of information about inflation,"
CIRANO Working Papers
2022s-27, CIRANO.
- Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," Working Papers 22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
- Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.
- 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).
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023.
"The power of text-based indicators in forecasting Italian economic activity,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
- Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021. "Monetary policy, Twitter and financial markets: evidence from social media traffic," BAFFI CAREFIN Working Papers 21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Cafferata, Alessia & Cerruti, Gianluca & Mazzone, Giulio, 2022. "Taxation, health system endowment and quality of institutions: a "social" perception across Europe," MPRA Paper 112118, University Library of Munich, Germany.
- Xinyu Li & Zihan Tang, 2022. "Sentiment Analysis on Inflation after Covid-19," Papers 2209.14737, arXiv.org, revised Dec 2022.
- Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," International Finance Discussion Papers 1374, Board of Governors of the Federal Reserve System (U.S.).
- Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin J. Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," JRFM, MDPI, vol. 16(3), pages 1-28, March.
- Valentina Aprigliano & Guerino Ardizzi & Alessia Cassetta & Alessandro Cavallero & Simone Emiliozzi & Alessandro Gambini & Nazzareno Renzi & Roberta Zizza, 2021. "Exploiting payments to track Italian economic activity: the experience at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 609, Bank of Italy, Economic Research and International Relations Area.
- Lin Chen & Stephanie Houle, 2023. "Turning Words into Numbers: Measuring News Media Coverage of Shortages," Discussion Papers 2023-8, Bank of Canada.
- Petrova, Diana, 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.
- Xinyu Li & Zihan Tang, 2023. "Sentiment Analysis on Inflation after COVID-19," Applied Economics and Finance, Redfame publishing, vol. 10(1), pages 1023-1023, February.
- Marc-André Gosselin & Temel Taskin, 2023. "What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?," Discussion Papers 2023-13, Bank of Canada.
- Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024. "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers 202402, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
- Ajit Desai, 2023.
"Machine learning for economics research: when, what and how,"
Staff Analytical Notes
2023-16, Bank of Canada.
- Ajit Desai, 2023. "Machine Learning for Economics Research: When What and How?," Papers 2304.00086, arXiv.org, revised Apr 2023.
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021.
"Monetary policy and financial markets: evidence from Twitter traffic,"
BAFFI CAREFIN Working Papers
21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023. "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers TEP1023, Trinity College Dublin, Department of Economics.
- 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.
- Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara, 2021. "Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis," Bank of Japan Working Paper Series 21-E-12, Bank of Japan.
- Tetiana Yukhymenko, 2021. "Role of the Media in the Inflation Expectation Formation Process," IHEID Working Papers 13-2021, Economics Section, The Graduate Institute of International Studies.
- Swapnil Virendra Chalwadi & Preeti Tushar Joshi & Nitin Mohanlal Sharma & Chaitanya Gite & Sangita Salve, 2023. "Gender Differences in Inflation Expectations: Recent Evidence from India," Administrative Sciences, MDPI, vol. 13(2), pages 1-14, February.
- Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022. "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers) 692, Bank of Italy, Economic Research and International Relations Area.
- Vyshnevskyi, Iegor & Jombo, Wytone & Sohn, Wook, 2024. "The clarity of monetary policy communication and financial market volatility in developing economies," Emerging Markets Review, Elsevier, vol. 59(C).
- Giulio Gariano & Gianluca Viggiano, 2022. "Press news and social media in credit risk assessment: the experience of Banca d’Italia’s In-house Credit Assessment System," Temi di discussione (Economic working papers) 24, Bank of Italy, Economic Research and International Relations Area.
- Vivian Chu & Tatjana Dahlhaus & Christopher Hajzler & Pierre-Yves Yanni, 2023. "Digitalization: Implications for Monetary Policy," Discussion Papers 2023-18, Bank of Canada.