نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی دکتری علوم اقتصادی دانشگاه فردوسی مشهد
2 دانشیار دانشگاه فردوسی مشهد
3 استاد دانشگاه فردوسی مشهد
چکیده
چکیده
هدف اصلی مقاله اندازه‌گیری شاخص نا اطمینانی اقتصادی با استفاده از اخبار منتشرشده در شبکه‌های اجتماعی است. این روش اندازه‌گیری با فراگیری استفاده از شبکه‌های اجتماعی اهمیت بالایی پیدا کرده است. در این مقاله، با پایش و تحلیل 3,117,960 خبر از 28 کانال تلگرامی پرمخاطب و اثرگذار ایران، شاخص نا اطمینانی اقتصادی در ایران را از ژانویه 2017 تا دسامبر 2020 اندازه‌گیری شد. برای تحلیل این اخبار از روش‌های «یادگیری ماشین با ناظر» بهره گرفته شد. در مرحله اول 13404 خبر توسط ارزیابان انسانی برحسب اثرگذاری بر نا اطمینانی برچسب‌گذاری شد. سپس با استفاده از چهار الگوریتم («C4. 5» از روش‌های درخت تصمیم، «پرسپترون چندلایه» از روش‌های شبکه عصبی مصنوعی، «لجستیک» از روش‌های تابع‌محور و «بیز ساده» از روش‌های بیزی) برچسب‌گذاری کل اخبار انجام شد. شاخص نا اطمینانی اقتصادی به‌صورت شمارشی و بر اساس تعداد اخباری که اثرگذار بر نا اطمینانی اقتصادی هستند، اندازه‌گیری و مقدار این شاخص استاندارد شده و سپس کیفیت شاخص با شواهد تاریخی، برچسب‌گذاری مجدد و مقایسه با شاخص مبتنی بر داده‌های گوگل ارزیابی شد. شاخص محاسبه شده با وقایع مهم دوره مطالعه مانند خروج آمریکا از برجام، تحریم نفتی و بالا گرفتن تقابل آمریکا با ایران در ترور سردار سلیمانی همخوانی دارد. برآورد تأثیر نا اطمینانی اقتصادی رسانه‌بنیان بر نرخ ارز با مدل گارچ، اثر مثبت و معنی‌دار این نا اطمینانی را نشان می‌دهد.
کلیدواژه‌ها
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