Can we measure inflation expectations using Twitter?

DOI10.1016/J.JECONOM.2021.12.008OpenAlexW3139153303MaRDI QIDQ2673181

Cristina Angelico, Juri Marcucci, Marcello Miccoli, Filippo Quarta

Publication date: 9 June 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.12.008

zbMATH Keywords

text miningforecastingbig dataTwitterinflation expectations

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Inflation risk premia and risk-adjusted expectations of inflation
• Macroeconomic Expectations of Households and Professional Forecasters
• Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*
• 10.1162/jmlr.2003.3.4-5.993

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