Forecasting inflation with Twitter

J. Daniel Aromí and Martín Llada
Additional contact information
J. Daniel Aromí: CONICET–Universidad de Buenos Aires. Instituto Interdisciplinario de Economía Política (IIEP). Buenos Aires, Argentina.
Martín Llada: CONICET–Universidad de Buenos Aires. Instituto Interdisciplinario de Economía Política (IIEP). Buenos Aires, Argentina.

No 2022-76, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) from Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)

Abstract: This paper explores the use of Twitter data to produce short‑term inflation forecasts in Argentina using text‑mining signals extracted from social media.

Keywords: Inflation forecasting; Social networks; Twitter; Nowcasting (search for similar items in EconPapers)
JEL-codes: E37 E71 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2022-10
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ojs.economicas.uba.ar/DT-IIEP/article/view/2620/3372 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ake:iiepdt:2022-76

Access Statistics for this paper

More papers in Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) from Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) Contact information at EDIRC.
Bibliographic data for series maintained by IIEP UBA-CONICET ().