Can we measure inflation expectations using Twitter?
Tài liệu tham khảo
AGCOM, 2020
Alvarez-Melis, 2016, Topic modelling in Twitter: Aggregating tweets by conversations, Proc. Tenth Int. AAAI Conf. Web Soc. Med., 10, 516
Antenucci, 2014
Belford, 2017
Blei, 2003, Latent Dirichlet allocation, J. Mach. Learn. Res., 3, 993
Carroll, 2003, Macroeconomic expectations of households and professional forecasters, Q. J. Econ., 118, 269, 10.1162/00335530360535207
Casiraghi, 2019, Inflation risk premia and risk-adjusted expectations of inflation, Econom. Lett., 175, 36, 10.1016/j.econlet.2018.12.002
Chen, 2014, Wisdom of crowds: The value of stock opinions transmitted through social media, Rev. Financ. Stud., 27, 1367, 10.1093/rfs/hhu001
Da, 2014, The sum of all FEARS investor sentiment and asset prices, Rev. Financ. Stud., 28, 1, 10.1093/rfs/hhu072
Diebold, 1995, Comparing predictive accuracy, J. Bus. Econom. Statist., 13, 253
Gürkaynak, 2010, The TIPS yield curve and inflation compensation, Am. Econ. J.: Macroecon., 2, 70
Hansen, 2018, Transparency and deliberation within the FOMC: A computational linguistics approach, Q. J. Econ., 133, 801, 10.1093/qje/qjx045
Haubrich, 2012, Inflation expectations, real rates, and risk premia: Evidence from inflation swaps, Rev. Financ. Stud., 25, 1588, 10.1093/rfs/hhs003
Hoffman, 2010, Online learning for latent Dirichlet allocation, 856
Jiao, 2020, Social media, news media and the stock market, J. Econ. Behav. Organ., 176, 63, 10.1016/j.jebo.2020.03.002
Mao, 2015
O’Connor, 2010, From tweets to polls: Linking text sentiment to public opinion time series, Proc. Int. AAAI Conf. Weblogs Soc. Med., 4, 122, 10.1609/icwsm.v4i1.14031
Steyvers, 2007, Probabilistic topic models