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

Author
Claveria, O.; Monte, E.; Torra Porras, Salvador
Type of activity
Presentation of work at congresses
Name of edition
International Conference on Time Series and Forecasting 2018
Date of publication
2018
Presentation's date
2018-09-12
Book of congress proceedings
ITISE 2018: International Conference on Time Series and Forecasting: proceedings of papers: 19-21 September 2018: Granada (Spain)
First page
1543
Last page
1553
Project funding
TEC2015- 69266-P
Repository
http://diposit.ub.edu/dspace/handle/2445/121329 Open in new window
http://hdl.handle.net/2117/121765 Open in new window
URL
http://itise.ugr.es Open in new window
Abstract
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...
Citation
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.
Keywords
Disagreement, Economic uncertainty, Expectations, Geometry.
Group of research
IDEAI-UPC - Intelligent Data Science and Artificial Intelligence Research Center
TALP - Centre for Language and Speech Technologies and Applications
VEU - Speech Processing Group

Participants

  • Claveria González, Oscar  (author and speaker )
  • Monte Moreno, Enrique  (author and speaker )
  • Torra Porras, Salvador  (author and speaker )

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