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The main objective of this study is to present a two-step approach to generate estimates of economic growth based on agents' expectations from tendency surveys. First, we design a genetic programming experiment to derive mathematical functional forms that approximate the target variable by...
Persistent link: https://www.econbiz.de/10012909960
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
The main objective of this study is to present a two-step approach to generate estimates of economic growth based on agents' expectations from tendency surveys. First, we design a genetic programming experiment to derive mathematical functional forms that approximate the target variable by...
Persistent link: https://www.econbiz.de/10012928856
Persistent link: https://www.econbiz.de/10011507863
Persistent link: https://www.econbiz.de/10011950622
Persistent link: https://www.econbiz.de/10012430273