Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10011476086
Business and consumer surveys are the main source of agents' expectations. In this study we use survey expectations about a wide range of economic variables to forecast GDP growth. We propose an empirical approach to derive mathematical functional forms that link survey-based expectations to...
Persistent link: https://www.econbiz.de/10012955806
We apply the two-step machine-learning method proposed by Claveria et al. (2021) to generate country-specific sentiment indicators that provide estimates of year-on-year GDP growth rates. In the first step, by means of genetic programming, business and consumer expectations are evolved to derive...
Persistent link: https://www.econbiz.de/10013238396
Persistent link: https://www.econbiz.de/10011950622
Persistent link: https://www.econbiz.de/10012430273
Persistent link: https://www.econbiz.de/10003438379