Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies
| dc.contributor.author | Clavería González, Óscar | |
| dc.contributor.author | Monte Moreno, Enric | |
| dc.contributor.author | Torra Porras, Salvador | |
| dc.date.accessioned | 2016-04-06T08:17:15Z | |
| dc.date.available | 2017-10-01T22:01:26Z | |
| dc.date.issued | 2016-03 | |
| dc.date.updated | 2016-04-06T08:17:21Z | |
| dc.description.abstract | Tendency surveys are the main source of agents' expectations. The main aim of this study is twofold. First, we propose a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, we combine the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, we assess the impact of the 2008 financial crisis, finding an improvement in the capacity of agents' expectations in most Central and Eastern European economies to anticipate economic growth after the crisis. | |
| dc.format.extent | 19 p. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.idgrec | 658787 | |
| dc.identifier.issn | 0012-8775 | |
| dc.identifier.uri | https://hdl.handle.net/2445/97002 | |
| dc.language.iso | eng | |
| dc.publisher | Taylor and Francis | |
| dc.relation.isformatof | Versió postprint del document publicat a: http://dx.doi.org/10.1080/00128775.2015.1136564 | |
| dc.relation.ispartof | Eastern European Economics, 2016, vol. 54, num. 2, p. 171-189 | |
| dc.relation.uri | http://dx.doi.org/10.1080/00128775.2015.1136564 | |
| dc.rights | (c) Taylor and Francis, 2016 | |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | |
| dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | |
| dc.subject.classification | Algorismes | |
| dc.subject.classification | Algorismes genètics | |
| dc.subject.classification | Indicadors econòmics | |
| dc.subject.classification | Enquestes | |
| dc.subject.classification | Anàlisi de regressió | |
| dc.subject.other | Algorithms | |
| dc.subject.other | Genetic algorithms | |
| dc.subject.other | Economic indicators | |
| dc.subject.other | Surveys | |
| dc.subject.other | Regression analysis | |
| dc.title | Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies | |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:eu-repo/semantics/acceptedVersion |
Fitxers
Paquet original
1 - 1 de 1