AQR-IREA, University of Barcelona, Diagonal, 690, 08034 Barcelona, Spain
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Unemployment expectations: A socio-demographic analysis of the effect of news
Published in Labour Economics
In this study, we evaluate the effect of news on consumer unemployment expectations for sixteen socio-demographic groups. To this end, we construct an unemployment sentiment indicator and extract news about several economic variables. By means of genetic programming we estimate symbolic regressions that link unemployment rates in the Euro Area to q...
Economic forecasting with evolved confidence indicators
Published in Economic Modelling
We present a machine-learning method for sentiment indicators construction that allows an automated variable selection procedure. By means of genetic programming, we generate country-specific business and consumer confidence indicators for thirteen European economies. The algorithm finds non-linear combinations of qualitative survey expectations th...
