Inflation is one of the most important macroeconomic indicators that have a great impact on the population of any country and region. Inflation is influenced by range of factors, one of which is inflation expectations. Many central banks take this factor into consideration while implementing monetary policy within the inflation targeting regime. Nowadays, a lot of people are active users of the Internet, especially social networks. There is a hypothesis that people search, read, and discuss mainly only those issues that are of particular interest to them. It is logical to assume that the dynamics of prices may also be in the focus of user discussions. So, such discussions could be regarded as an alternative source of more rapid information about inflation expectations. This study is based on unstructured data from Vkontakte social network to analyze upward and downward inflationary trends (on the example of the Omsk region). The sample of more than 8.5 million posts was collected between January 2010 and May 2022. The authors used BERT neural networks to solve the problem. These models demonstrated better results than the benchmarks (e.g., logistic regression, decision tree classifier, etc.). It makes possible to define pro-inflationary and disinflationary types of keywords in different contexts and get their visualization with SHAP method. This analysis provides additional operational information about inflationary processes at the regional level The proposed approach can be scaled for other regions. At the same time the limitation of the work is the time and power costs for the initial training of similar models for all regions of Russia.

The ubiquity of the contemporary language understanding tasks gives relevance to the development of generalized, yet highly efficient models that utilize all knowledge, provided by the data source. In this work, we present SocialBERT - the first model that uses knowledge about the author's position in the network during text analysis. We investigate possible models for learning social network information and successfully inject it into the baseline BERT model. The evaluation shows that embedding this information maintains a good generalization, with an increase in the quality of the probabilistic model for the given author up to 7.5%. The proposed model has been trained on the majority of groups for the chosen social network, and still able to work with previously unknown groups. The obtained model, as well as the code of our experiments, is available for download and use in applied tasks.