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A geometric proxy of economic uncertainty based on the disagreement in survey expectations

Autor
Claveria, O.; Monte, E.; Torra Porras, Salvador
Tipus d'activitat
Presentació treball a congrés
Nom de l'edició
International Conference on Time Series and Forecasting 2018
Any de l'edició
2018
Data de presentació
2018-09-12
Llibre d'actes
ITISE 2018: International Conference on Time Series and Forecasting: proceedings of papers: 19-21 September 2018: Granada (Spain)
Pàgina inicial
1543
Pàgina final
1553
Projecte finançador
TEC2015- 69266-P
Repositori
http://diposit.ub.edu/dspace/handle/2445/121329 Obrir en finestra nova
http://hdl.handle.net/2117/121765 Obrir en finestra nova
URL
http://itise.ugr.es Obrir en finestra nova
Resum
In this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents' expectations about the state of the economy. Previous dispersion-based uncertainty measures derived from business and consumer surveys exclusively make use of the two extreme pieces of information: the percentage of respondents expecting a variable to rise and to fall. With the aim of also incorporating the information coming from the share of r...
Citació
Claveria, O., Monte, E., Torra Porras, S. A geometric proxy of economic uncertainty based on the disagreement in survey expectations. A: International Conference on Time Series and Forecasting. "ITISE 2018: International Conference on Time Series and Forecasting: proceedings of papers: 19-21 September 2018: Granada (Spain)". 2018, p. 1543-1553.
Paraules clau
Disagreement, Economic uncertainty, Expectations, Geometry.
Grup de recerca
IDEAI-UPC Intelligent Data Science and Artificial Intelligence
TALP - Centre de Tecnologies i Aplicacions del Llenguatge i la Parla
VEU - Grup de Tractament de la Parla

Participants

  • Claveria González, Oscar  (autor ponent)
  • Monte Moreno, Enrique  (autor ponent)
  • Torra Porras, Salvador  (autor ponent)