Titulo:
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente
.
Sumario:
El objetivo de este trabajo es investigar los efectos de los medios masivos de comunicación digitales en la formación de expectativas de inflación. En particular, este trabajo evalúa los efectos de las noticias digitales sobre la brecha o GAP de expectativas de inflación entre consumidores y expertos en pronóstico. Para ello, como estudio de caso, se utiliza la economía colombiana para el periodo 2010-2018. La metodología empleada consiste en evaluar los efectos de las noticias sobre inflación suministrada por cinco periódicos digitales representativos sobre el GAP de expectativas. Por medio de regresiones econométricas se encuentra que una mayor exposición de los consumidores a medios masivos de comunicación como los periódicos digitales,... Ver más
Guardado en:
2248-6046
2011-7663
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2024-07-24
441
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Juan Camilo Anzoategui Zapata, Juan Camilo Galvis Ciro - 2024
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Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente Effects of digital news on the GAP of inflation expectations: First evidence for an emerging economy El objetivo de este trabajo es investigar los efectos de los medios masivos de comunicación digitales en la formación de expectativas de inflación. En particular, este trabajo evalúa los efectos de las noticias digitales sobre la brecha o GAP de expectativas de inflación entre consumidores y expertos en pronóstico. Para ello, como estudio de caso, se utiliza la economía colombiana para el periodo 2010-2018. La metodología empleada consiste en evaluar los efectos de las noticias sobre inflación suministrada por cinco periódicos digitales representativos sobre el GAP de expectativas. Por medio de regresiones econométricas se encuentra que una mayor exposición de los consumidores a medios masivos de comunicación como los periódicos digitales, se convierte en un medio de información útil para su proceso de formación de expectativas de inflación. En particular, las noticias con un tono negativo ejercen mayor incertidumbre y amplifican el GAP, un tono positivo permite mejorar los pronósticos, mientras que las noticias con tono neutro tienden ampliar la brecha. The aim of this paper is to investigate the effects of digital mass media on the formation of inflation expectations. In particular, this paper evaluates the effects of digital news on the GAP of inflation expectations between consumers and forecasters. For this, the Colombian economy for the period 2010-2018 is used as a case study. The methodology used consists of evaluating the effects of news on inflation provided by five representative digital newspapers on the GAP of expectations. Through econometric regressions, it is found that a greater exposure of consumers to mass media such as digital newspapers becomes a useful means of information in their process of forming inflation expectations. In particular, news with a negative tone exerts greater uncertainty and amplifies the GAP, a positive tone allows improving forecasts, while news with a neutral tone tends to widen the gap. Anzoategui Zapata, Juan Camilo Galvis Ciro, Juan Camilo GAP de expectativas consumidores expertos en pronóstico noticias digitales inflación medios masivos expectation gap consumers forecasters digital news inflation mass media 16 2 Artículo de revista Journal article 2024-07-24T11:11:06Z 2024-07-24T11:11:06Z 2024-07-24 application/pdf Universidad Católica de Colombia Revista Finanzas y Política Económica 2248-6046 2011-7663 https://revfinypolecon.ucatolica.edu.co/article/view/5482 10.14718/revfinanzpolitecon.v16.n2.2024.5 https://doi.org/10.14718/revfinanzpolitecon.v16.n2.2024.5 spa https://creativecommons.org/licenses/by-nc-sa/4.0 Juan Camilo Anzoategui Zapata, Juan Camilo Galvis Ciro - 2024 Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0. 441 467 Anzoátegui, J. C., & Galvis, J. C. (2020). Disagreements in consumer inflation expectations: Empirical Evidence for a Latin American Economy. Journal of Business Cycle Research, 16, 99-122. https://doi.org/10.1007/s41549-020-00047-x Arellano, M. (2003). Panel Data Econometrics. Oxford University Press. https://doi.org/10.1093/0199245282.001.0001 Arellano, M., & Bover, O. (1995). Another look at the instrumental variables estimation of error-components models. Journal of Econometrics. 68(1), 29-51. https://doi.org/10.1016/0304-4076(94)01642-D Binder, C. (2017). Consumer forecast revisions: Is information really so sticky? Economics Letters, 161, 112-115. https://doi.org/10.1016/j.econlet.2017.09.029 Blinder, A. S., Ehrmann, M., De Haan, J., & Jansen, D. J. (2022). Central bank communication with the general public: Promise or false hope? Working Paper Series, 2694. European Central Bank. https://doi.org/10.3386/w30277 Blinder, A., Ehrmann, M., Fratzcher, M., De Haan, J., & Jansen, D. (2008). Central Bank Communication and Monetary Policy. Journal of Economic Literature, 46(4), 910-945. https://doi.org/10.1257/jel.46.4.910 Branch, W. (2007). Sticky information and model uncertainty in survey data on inflation expectations. Journal of Economic Dynamics & Control, 31, 245-276. https://doi:10.1016/j.jedc.2005.11.002 Branch, W. A. (2004). The theory of rationally heterogeneous expectations: Evidence from survey data on inflation expectations. The Economic Journal, 114(497), 592-621. https://doi.org/10.1111/j.1468-0297.2004.00233.x Brock, W. A., & Hommes, C. H., (1997). A rational route to randomness. Econometrica, 65, 1059-1160. https://doi.org/10.2307/2171879 Carroll, C. (2003). Macroeconomic expectations of households and professional forecasters. The Quarterly Journal of Economics, 118(1), 269-298. https://doi.org/10.1162/00335530360535207 Coenen, G., Ehrmann, M., Gaballo, G., Hoffmann, P., Nakov, A., Nardelli, S., Persson, E., & Strasser. G. (2017). Communication of Monetary Policy in Unconventional Times. Working Paper Series, 2080. European Central Bank. https://doi.org/10.2139/ssrn.3043098 Coibion, O., Gorodnichenko, Y., & Weber, M. (2022). Monetary policy communications and their effects on household inflation expectations. Journal of Political Economy, 130(6), 1537-1584. https://doi.org/10.1086/718982 Coibion, O., Gorodnichenko, Y., Kumar, S., & Pedemonte, M. (2020). Inflation expectations as a policy tool? Journal of International Economics, 124, 103297. https://doi.org/10.1016/j. jinteco.2020.103297 Cragg, J. G. (1983). More efficient estimation in the presence of heteroscedasticity of unknown form. Econometrica, 51, 751-763. https://doi.org/10.2307/1912156 Dovern, J., & Hartmann, M. (2017). Forecast performance, disagreement, and heterogeneous signal-to-noise ratios. Empirical Economics, 53(1), 63-77. https://DOI10.1007/s00181-016-1137-x Durbin, J. (1954). Errors in variables. Review of the International Statistical Institute, 22, 23-32. https://doi.org/10.2307/1401917 Ehrmann, M., Pfajfar, D., & Santoro, S. (2015). Consumers' attitudes and their inflation expectations. Finance and Economics Discussion Series, 15. https://doi.org/10.17016/FEDS.2015.015 Fogarty, B. (2005). Determining economic news coverage. International Journal of Public Opinion Research, 17(2), 149-72. https://doi.org/10.1093/ijpor/edh051 Gürkaynak, R., Levin, A., & Swanson, E. (2010). Does inflation targeting anchor long-run inflation expectations? Evidence from long-term bond yields in the U.S., U.K., and Sweden. Journal of the European Economic Association, 8(6), 1208-1242. https://doi.org/10.1162/jeea_a_00023 Hamilton, J. (2004). All the news that's fit to sell: How the market transforms information into news. Princeton University Press. https://doi.org/10.1515/9781400841417 Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029-1054. https://doi.org/10.2307/1912775 Hausman, J. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251-1271. https://doi.org/10.2307/1913827 Holsti, O. R. (1969). Content Analysis for the Social Sciences and Humanities, Reading, MA: Addison-Wesley. Johnston, J. (1984). Econometric methods (3rd ed.). McGraw-Hill Book Co. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263-292. https://doi.org/10.2307/1914185 Kmetz, A., Shapiro, A. H., & Wilson, D. J. (2022). Can the news drive inflation expectations? FRBSF Economic Letter, 2022(31), 1-6. Lamla, M., & Lein, S. (2015). Information rigidities, inflation perceptions, and the media: Lessons from the euro cash changeover. Economic Inquiry, 53(1), 9-22. https://doi.org/10.1111/ecin.12121 Lamla, M., & Lein, S. (2014). The role of media for consumers’ inflation expectation formation. Journal of Economic Behavior & Organization, 106, 62-77. https://doi.org/10.1016/j.jebo.2014.05.004. Lamla, M., & Maag, T. (2012). The role of media for inflation forecast disagreement of households and professional forecasters. Journal of Money, Credit and Banking, 44(7), 1325-1350. doi:10.1111/j.1538-4616.2012.00534.x. Lei, C., Lu, Z., & Zhang, C. (2015). News on inflation and the epidemiology of inflation expectations in China. Economic Systems, 39(4), 644-653. https://doi.org/10.1016/j.ecosys.2015.04.006 Law, C. H., & Goh, K. H. (2024). A systematic literature review of the implications of media on inflation expectations. International Economics and Economic Policy, 1-30. https://doi.org/10.1007/s10368-024-00591-2 Mankiw, G., & Reis, R. (2002). Sticky information versus sticky prices: A proposal to replace the new keynesian phillips curve. The Quarterly Journal of Economics, 117(4), 1295-1328. https://doi.org/10.1162/003355302320935034 Mullainathan, S., & Shleifer, A. (2005). The market for news. American Economic Review, 95(4), 1031-53. https://doi.org/10.1257/0002828054825619 Newey, W. K., & West, K. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3), 703-708. https://doi.org/10.2307/1913610 Pfajfar, D., & Santoro, E. (2013). News on inflation and the epidemiology of inflation expectations. Journal of Money, Credit and Banking, 45(6), 1045-1067. https://doi.org/10.1111/jmcb.12043 Sargan, J. D. (1958). The Estimation of Economic Relationships Using Instrumental Variables. Econometrica. 26(3), 393-415. doi:10.2307/1907619. JSTOR 1907619. Sims, C. (2003). Implications of rational inattention. Journal of Monetary Economics, 50, 665-690. https://doi.org/10.1016/S0304-3932(03)00029-1 Soroka, S., & McAdams, S. (2015). News, politics, and negativity. Political Communication, 32(1), 1-22. https://doi.org/10.1080/10584609.2014.881942 Soroka, S. (2006). Good news and bad news: Asymmetric responses to economic information. The Journal of Politics, 68, 372-385. https://doi.org/10.1111/j.1468-2508.2006.00413.x Ter Ellen, S., Larsen, V. H., & Thorsrud, L. A. (2022). Narrative monetary policy surprises and the media. Journal of Money, Credit and Banking, 54(5), 1525-1549. https://doi.org/10.1111/jmcb.12868 Woodford, M. (2001). Monetary policy in the information economy, en Economic Policy for the Information Economy (pp. 297-370). Federal Reserve Bank of Kansas City. https://doi.org/10.3386/w8674 Wu, D. M. (1973). Alternative tests of independence between stochastic regressors and disturbances. Econometrica, 41(4), 733-750. https://doi.org/10.2307/1914093 https://revfinypolecon.ucatolica.edu.co/article/download/5482/5383 info:eu-repo/semantics/article http://purl.org/coar/resource_type/c_6501 http://purl.org/coar/resource_type/c_2df8fbb1 http://purl.org/redcol/resource_type/ART info:eu-repo/semantics/publishedVersion http://purl.org/coar/version/c_970fb48d4fbd8a85 info:eu-repo/semantics/openAccess http://purl.org/coar/access_right/c_abf2 Text Publication |
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UNIVERSIDAD CATÓLICA DE COLOMBIA |
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https://nuevo.metarevistas.org/UNIVERSIDADCATOLICADECOLOMBIA/logo.png |
| country_str |
Colombia |
| collection |
Revista Finanzas y Política Económica |
| title |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente |
| spellingShingle |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente Anzoategui Zapata, Juan Camilo Galvis Ciro, Juan Camilo GAP de expectativas consumidores expertos en pronóstico noticias digitales inflación medios masivos expectation gap consumers forecasters digital news inflation mass media |
| title_short |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente |
| title_full |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente |
| title_fullStr |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente |
| title_full_unstemmed |
Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente |
| title_sort |
efectos de las noticias digitales en el gap de expectativas de inflación: primeras evidencias para una economía emergente |
| title_eng |
Effects of digital news on the GAP of inflation expectations: First evidence for an emerging economy |
| description |
El objetivo de este trabajo es investigar los efectos de los medios masivos de comunicación digitales en la formación de expectativas de inflación. En particular, este trabajo evalúa los efectos de las noticias digitales sobre la brecha o GAP de expectativas de inflación entre consumidores y expertos en pronóstico. Para ello, como estudio de caso, se utiliza la economía colombiana para el periodo 2010-2018. La metodología empleada consiste en evaluar los efectos de las noticias sobre inflación suministrada por cinco periódicos digitales representativos sobre el GAP de expectativas. Por medio de regresiones econométricas se encuentra que una mayor exposición de los consumidores a medios masivos de comunicación como los periódicos digitales, se convierte en un medio de información útil para su proceso de formación de expectativas de inflación. En particular, las noticias con un tono negativo ejercen mayor incertidumbre y amplifican el GAP, un tono positivo permite mejorar los pronósticos, mientras que las noticias con tono neutro tienden ampliar la brecha.
|
| description_eng |
The aim of this paper is to investigate the effects of digital mass media on the formation of inflation expectations. In particular, this paper evaluates the effects of digital news on the GAP of inflation expectations between consumers and forecasters. For this, the Colombian economy for the period 2010-2018 is used as a case study. The methodology used consists of evaluating the effects of news on inflation provided by five representative digital newspapers on the GAP of expectations. Through econometric regressions, it is found that a greater exposure of consumers to mass media such as digital newspapers becomes a useful means of information in their process of forming inflation expectations. In particular, news with a negative tone exerts greater uncertainty and amplifies the GAP, a positive tone allows improving forecasts, while news with a neutral tone tends to widen the gap.
|
| author |
Anzoategui Zapata, Juan Camilo Galvis Ciro, Juan Camilo |
| author_facet |
Anzoategui Zapata, Juan Camilo Galvis Ciro, Juan Camilo |
| topicspa_str_mv |
GAP de expectativas consumidores expertos en pronóstico noticias digitales inflación medios masivos |
| topic |
GAP de expectativas consumidores expertos en pronóstico noticias digitales inflación medios masivos expectation gap consumers forecasters digital news inflation mass media |
| topic_facet |
GAP de expectativas consumidores expertos en pronóstico noticias digitales inflación medios masivos expectation gap consumers forecasters digital news inflation mass media |
| citationvolume |
16 |
| citationissue |
2 |
| publisher |
Universidad Católica de Colombia |
| ispartofjournal |
Revista Finanzas y Política Económica |
| source |
https://revfinypolecon.ucatolica.edu.co/article/view/5482 |
| language |
spa |
| format |
Article |
| rights |
https://creativecommons.org/licenses/by-nc-sa/4.0 Juan Camilo Anzoategui Zapata, Juan Camilo Galvis Ciro - 2024 Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0. info:eu-repo/semantics/openAccess http://purl.org/coar/access_right/c_abf2 |
| references |
Anzoátegui, J. C., & Galvis, J. C. (2020). Disagreements in consumer inflation expectations: Empirical Evidence for a Latin American Economy. Journal of Business Cycle Research, 16, 99-122. https://doi.org/10.1007/s41549-020-00047-x Arellano, M. (2003). Panel Data Econometrics. Oxford University Press. https://doi.org/10.1093/0199245282.001.0001 Arellano, M., & Bover, O. (1995). Another look at the instrumental variables estimation of error-components models. Journal of Econometrics. 68(1), 29-51. https://doi.org/10.1016/0304-4076(94)01642-D Binder, C. (2017). Consumer forecast revisions: Is information really so sticky? Economics Letters, 161, 112-115. https://doi.org/10.1016/j.econlet.2017.09.029 Blinder, A. S., Ehrmann, M., De Haan, J., & Jansen, D. J. (2022). Central bank communication with the general public: Promise or false hope? Working Paper Series, 2694. European Central Bank. https://doi.org/10.3386/w30277 Blinder, A., Ehrmann, M., Fratzcher, M., De Haan, J., & Jansen, D. (2008). Central Bank Communication and Monetary Policy. Journal of Economic Literature, 46(4), 910-945. https://doi.org/10.1257/jel.46.4.910 Branch, W. (2007). Sticky information and model uncertainty in survey data on inflation expectations. Journal of Economic Dynamics & Control, 31, 245-276. https://doi:10.1016/j.jedc.2005.11.002 Branch, W. A. (2004). The theory of rationally heterogeneous expectations: Evidence from survey data on inflation expectations. The Economic Journal, 114(497), 592-621. https://doi.org/10.1111/j.1468-0297.2004.00233.x Brock, W. A., & Hommes, C. H., (1997). A rational route to randomness. Econometrica, 65, 1059-1160. https://doi.org/10.2307/2171879 Carroll, C. (2003). Macroeconomic expectations of households and professional forecasters. The Quarterly Journal of Economics, 118(1), 269-298. https://doi.org/10.1162/00335530360535207 Coenen, G., Ehrmann, M., Gaballo, G., Hoffmann, P., Nakov, A., Nardelli, S., Persson, E., & Strasser. G. (2017). Communication of Monetary Policy in Unconventional Times. Working Paper Series, 2080. European Central Bank. https://doi.org/10.2139/ssrn.3043098 Coibion, O., Gorodnichenko, Y., & Weber, M. (2022). Monetary policy communications and their effects on household inflation expectations. Journal of Political Economy, 130(6), 1537-1584. https://doi.org/10.1086/718982 Coibion, O., Gorodnichenko, Y., Kumar, S., & Pedemonte, M. (2020). Inflation expectations as a policy tool? Journal of International Economics, 124, 103297. https://doi.org/10.1016/j. jinteco.2020.103297 Cragg, J. G. (1983). More efficient estimation in the presence of heteroscedasticity of unknown form. Econometrica, 51, 751-763. https://doi.org/10.2307/1912156 Dovern, J., & Hartmann, M. (2017). Forecast performance, disagreement, and heterogeneous signal-to-noise ratios. Empirical Economics, 53(1), 63-77. https://DOI10.1007/s00181-016-1137-x Durbin, J. (1954). Errors in variables. Review of the International Statistical Institute, 22, 23-32. https://doi.org/10.2307/1401917 Ehrmann, M., Pfajfar, D., & Santoro, S. (2015). Consumers' attitudes and their inflation expectations. Finance and Economics Discussion Series, 15. https://doi.org/10.17016/FEDS.2015.015 Fogarty, B. (2005). Determining economic news coverage. International Journal of Public Opinion Research, 17(2), 149-72. https://doi.org/10.1093/ijpor/edh051 Gürkaynak, R., Levin, A., & Swanson, E. (2010). Does inflation targeting anchor long-run inflation expectations? Evidence from long-term bond yields in the U.S., U.K., and Sweden. Journal of the European Economic Association, 8(6), 1208-1242. https://doi.org/10.1162/jeea_a_00023 Hamilton, J. (2004). All the news that's fit to sell: How the market transforms information into news. Princeton University Press. https://doi.org/10.1515/9781400841417 Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029-1054. https://doi.org/10.2307/1912775 Hausman, J. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251-1271. https://doi.org/10.2307/1913827 Holsti, O. R. (1969). Content Analysis for the Social Sciences and Humanities, Reading, MA: Addison-Wesley. Johnston, J. (1984). Econometric methods (3rd ed.). McGraw-Hill Book Co. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263-292. https://doi.org/10.2307/1914185 Kmetz, A., Shapiro, A. H., & Wilson, D. J. (2022). Can the news drive inflation expectations? FRBSF Economic Letter, 2022(31), 1-6. Lamla, M., & Lein, S. (2015). Information rigidities, inflation perceptions, and the media: Lessons from the euro cash changeover. Economic Inquiry, 53(1), 9-22. https://doi.org/10.1111/ecin.12121 Lamla, M., & Lein, S. (2014). The role of media for consumers’ inflation expectation formation. Journal of Economic Behavior & Organization, 106, 62-77. https://doi.org/10.1016/j.jebo.2014.05.004. Lamla, M., & Maag, T. (2012). The role of media for inflation forecast disagreement of households and professional forecasters. Journal of Money, Credit and Banking, 44(7), 1325-1350. doi:10.1111/j.1538-4616.2012.00534.x. Lei, C., Lu, Z., & Zhang, C. (2015). News on inflation and the epidemiology of inflation expectations in China. Economic Systems, 39(4), 644-653. https://doi.org/10.1016/j.ecosys.2015.04.006 Law, C. H., & Goh, K. H. (2024). A systematic literature review of the implications of media on inflation expectations. International Economics and Economic Policy, 1-30. https://doi.org/10.1007/s10368-024-00591-2 Mankiw, G., & Reis, R. (2002). Sticky information versus sticky prices: A proposal to replace the new keynesian phillips curve. The Quarterly Journal of Economics, 117(4), 1295-1328. https://doi.org/10.1162/003355302320935034 Mullainathan, S., & Shleifer, A. (2005). The market for news. American Economic Review, 95(4), 1031-53. https://doi.org/10.1257/0002828054825619 Newey, W. K., & West, K. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3), 703-708. https://doi.org/10.2307/1913610 Pfajfar, D., & Santoro, E. (2013). News on inflation and the epidemiology of inflation expectations. Journal of Money, Credit and Banking, 45(6), 1045-1067. https://doi.org/10.1111/jmcb.12043 Sargan, J. D. (1958). The Estimation of Economic Relationships Using Instrumental Variables. Econometrica. 26(3), 393-415. doi:10.2307/1907619. JSTOR 1907619. Sims, C. (2003). Implications of rational inattention. Journal of Monetary Economics, 50, 665-690. https://doi.org/10.1016/S0304-3932(03)00029-1 Soroka, S., & McAdams, S. (2015). News, politics, and negativity. Political Communication, 32(1), 1-22. https://doi.org/10.1080/10584609.2014.881942 Soroka, S. (2006). Good news and bad news: Asymmetric responses to economic information. The Journal of Politics, 68, 372-385. https://doi.org/10.1111/j.1468-2508.2006.00413.x Ter Ellen, S., Larsen, V. H., & Thorsrud, L. A. (2022). Narrative monetary policy surprises and the media. Journal of Money, Credit and Banking, 54(5), 1525-1549. https://doi.org/10.1111/jmcb.12868 Woodford, M. (2001). Monetary policy in the information economy, en Economic Policy for the Information Economy (pp. 297-370). Federal Reserve Bank of Kansas City. https://doi.org/10.3386/w8674 Wu, D. M. (1973). Alternative tests of independence between stochastic regressors and disturbances. Econometrica, 41(4), 733-750. https://doi.org/10.2307/1914093 |
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