voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2017-6-71-93voprecotest-313Research Article_______________________________________________Оценка инфляционных ожиданийроссийского населения методами машинного обученияMeasuring inflation expectations ofthe Russian population with the help of machine learningГолощаповаИ. О.GoloshchapovaI.

руководитель направления «Макроэкономический анализ» X5 Retail Group, аспирант экономического факультета МГУ имени М.  В.  Ломоносова (Москва)

i.o.goloshchapova@gmail.comАндреевМ. Л.AndreevM.

магистрант факультета вычислительной математики и кибернетики МГУ имени М.  В.  Ломоносова (Москва)

mark.andreev@gmail.comX5 Retail Group; МГУ имени М. В. ЛомоносоваРоссияX5 Retail Group; Lomonosov Moscow State UniversityRussian FederationМГУ имени М. В. ЛомоносоваРоссияLomonosov Moscow State UniversityRussian Federation201720062017067193Copyright © Voprosy Ekonomiki, NP, 20172017Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/313

В статье предлагается новый подход к измерению инфляционных ожи- даний российского населения на основе текстового анализа информации в Интернете с помощью методов машинного обучения. Обработка доступных в открытых источниках комментариев читателей крупных экономических СМИ к статьям на тему «инфляция» в 2014-2016 гг. позволила построить два инди- катора: на основе частотного анализа содержания комментариев и анализа их эмоциональной окраски. На всем исследуемом периоде динамика результирую- щих индикаторов адекватна развитию макроэкономической конъюнктуры и с опережением примерно на один месяц описывает динамику соответствующих официальных индикаторов инфляционных ожиданий Банка России.

The paper proposes a new approach to measure inflation expectations of the Russian population based on text mining of information on the Internet with the help of machine learning techniques. Two indicators were constructed on the base of readers’ comments to inflation news in major Russian economic media available in the web at the period from 2014 through 2016: with the help of words frequency and sentiment analysis of comments content. During the whole considered period of time both indicators were characterized by dynamics adequate to the development of macroeconomic situation and were also able to forecast dynamics of official Bank of Russia indicators of population inflation expectations for approximately one month in advance.

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The authors declare that there are no conflicts of interest present.