从经济调查文本中构建波动叙事指数，提升预测准确性
Indexing Economic Fluctuation Narratives from Keiki Watchers Survey
- 基于叙事框架从调查文本提取经济波动信息
- 新指数与滞后扩散指数相关性更强
- 适合政策制定者与投资者参考使用
本文基于经济调查数据，设计了经济波动叙事指数。企业、政府和投资者依赖GDP、工业生产指数等关键指标预测经济趋势，但尚未有效利用经济文本中蕴含的因果关系等丰富信息。为此，我们采用先前提出的叙事框架，从调查文本中构建经济波动指数。评估结果显示，所提指数与累计滞后扩散指数的相关性优于其他类型的扩散指数。
原文摘要 · Abstract (English)
In this paper, we design indices of economic fluctuation narratives derived from economic surveys. Companies, governments, and investors rely on key metrics like GDP and industrial production indices to predict economic trends. However, they have yet to effectively leverage the wealth of information contained in economic text, such as causal relationships, in their economic forecasting. Therefore, we design indices of economic fluctuation from economic surveys by using our previously proposed narrative framework. From the evaluation results, it is observed that the proposed indices had a stronger correlation with cumulative lagging diffusion index than other types of diffusion indices.
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