Por favor, use este identificador para citar o enlazar este ítem:
https://repositorio.uca.edu.ar/handle/123456789/18353
Campo DC | Valor | Lengua/Idioma |
---|---|---|
dc.contributor.author | Aromí, José Daniel | es |
dc.contributor.author | Llada, Martín | es |
dc.coverage.spatial | Argentina | es |
dc.coverage.temporal | SIGLO XX | es |
dc.date.accessioned | 2024-06-27T15:56:06Z | - |
dc.date.available | 2024-06-27T15:56:06Z | - |
dc.date.issued | 2024 | - |
dc.identifier.citation | Aromí, J. D., Llada, M. Are professional forecasters inattentive to public discussions about inflation? : the case of Argentina [en línea]. Journal of Forecasting. 2024. doi: 10.1002/for.3141. Disponible en: https://repositorio.uca.edu.ar/handle/123456789/18353 | es |
dc.identifier.uri | https://repositorio.uca.edu.ar/handle/123456789/18353 | - |
dc.description.abstract | Abstract: We evaluate whether professional forecasters incorporate valuable information from public discussions on social media. The study covers the case of inflation in Argentina for the period 2016–2022. We find solid evidence consistent with inattention. A simple indicator of attention to inflation on social media is shown to anticipate professional forecast errors. A one standard deviation increment in the indicator is followed by a rise of 0.4% in mean forecast errors in the subsequent month and by a cumulative increment of 0.7% over the next 6 months. Furthermore, social media content anticipates significant revisions in forecasts that target multiple months ahead inflation and calendar year inflation. These findings are different from previously documented forms of inattention. Consistent results are verified by implementing out-of-sample forecasts and using content from an alternative social network. The study has implications for the use of professional forecasts in the context of policymaking and sheds new evidence on the nature of imperfect information in macroeconomics. | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.rights | Acceso restringido | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | * |
dc.source | Journal of Forecasting. 2024 | es |
dc.subject | INFLACION | es |
dc.subject | INFORMACION | es |
dc.subject | MACROECONOMÍA | es |
dc.title | Are professional forecasters inattentive to public discussions about inflation? : the case of Argentina | es |
dc.type | Artículo | es |
dc.identifier.doi | 10.1002/for.3141 | - |
uca.disciplina | ECONOMIA | es |
uca.issnrd | 0 | es |
uca.affiliation | Fil: Aromí, José Daniel. Universidad de Buenos Aires. Facultad de Ciencias Económicas. Instituto Interdisciplinario de Economía; Argentina | es |
uca.affiliation | Fil: Aromí, José Daniel. Pontificia Universidad Católica Argentina. Facultad de Ciencias Económicas; Argentina | es |
uca.affiliation | Fil: Aromí, José Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina | es |
uca.affiliation | Fil: Llada, Martín. Universidad de Buenos Aires. Facultad de Ciencias Económicas. Instituto Interdisciplinario de Economía; Argentina | es |
uca.affiliation | Fil: Llada, Martín. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina | es |
uca.version | publishedVersion | es |
item.grantfulltext | mixedopen | - |
item.languageiso639-1 | en | - |
item.fulltext | With Fulltext | - |
crisitem.author.dept | Facultad de Ciencias Económicas | - |
crisitem.author.dept | Departamento de Investigación | - |
crisitem.author.dept | Centro de Investigaciones en Economía (CIE) [Finalización de actividades: 31/12/2021] | - |
crisitem.author.orcid | 0000-0002-4377-532X | - |
crisitem.author.parentorg | Pontificia Universidad Católica Argentina | - |
crisitem.author.parentorg | Facultad de Ciencias Económicas | - |
crisitem.author.parentorg | Departamento de Investigación | - |
Aparece en las colecciones: | Artículos |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | Usuarios registrados haga click en: Login |
---|---|---|---|---|
are-profesional-forecasters.pdf | 1,29 MB | Adobe PDF | ||
are-profesional-forecasters.png | 110,88 kB | image/png | Visualizar/Abrir |
Este ítem está sujeto a una licencia Creative Commons Licencia Creative Commons