1. Home
  2. Universitat de Barcelona
  3. Econometria, Estadística i Economia Aplicada
  4. View Item

Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies

Author

Clavería González, Óscar

Monte Moreno, Enric

Torra Porras, Salvador

Publication date

2016-04-06T08:17:15Z

2017-10-01T22:01:26Z

2016-03

2016-04-06T08:17:21Z

Share

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.

Document Type

Article

Accepted version

Language

English

Subjects and keywords

Algorismes; Algorismes genètics; Indicadors econòmics; Enquestes; Anàlisi de regressió; Algorithms; Genetic algorithms; Economic indicators; Surveys; Regression analysis

Publisher

Taylor and Francis

Related items

Versió postprint del document publicat a: http://dx.doi.org/10.1080/00128775.2015.1136564

Eastern European Economics, 2016, vol. 54, num. 2, p. 171-189

http://dx.doi.org/10.1080/00128775.2015.1136564

Recommended citation

This citation was generated automatically.

Export

DIDL MARC MARC_CCUC METS OAI_DC ORE QDC RDF

Rights

(c) Taylor and Francis, 2016

This item appears in the following Collection(s)

Econometria, Estadística i Economia Aplicada [1099]

ISGlobal - Institut de Salut Global de Barcelona [61249]