Publicacions

Claveria, O.; Monte, E.; Torra, S.
  • Any: 2016
    Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies. Eastern European Economics, 54 (2), 171–189
    DOI: 10.1080/00128775.2015.1136564
    Abstract:

    Tendency surveys are the main source of agents’ expectations. This study has a twofold aim. First, it proposes a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, it combines the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, it assesses the impact of the 2008 financial crisis, finding that the capacity of agents’ expectations to anticipate economic growth in most Central and Eastern European economies improved after the crisis.
    http://www.tandfonline.com/doi/full/10.1080/00128775.2015.1136564