Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany
GW Beck, K Carstensen, JO Menz, R Schnorrenberger… - 2024 - papers.ssrn.com
We study how millions of granular and weekly household scanner data combined with
machine learning can help to improve the real-time nowcast of German inflation. Our …
machine learning can help to improve the real-time nowcast of German inflation. Our …
Harnessing Machine Learning for Real-Time Inflation Nowcasting
R Schnorrenberger, A Schmidt - 2024 - papers.ssrn.com
We investigate the predictive ability of machine learning methods to produce weekly inflation
nowcasts using high-frequency macro-financial indicators and a survey of professional …
nowcasts using high-frequency macro-financial indicators and a survey of professional …
Essays on Time Series Forecasting: Applications in Macroeconomics and Finance
R Schnorrenberger - 2024 - macau.uni-kiel.de
The inflationary shock that reverberated through global markets following the COVID-19
pandemic highlighted the importance of accurate and timely inflation nowcasts for …
pandemic highlighted the importance of accurate and timely inflation nowcasts for …
[PDF][PDF] Inflation nowcasting in persistently high inflation environments
R Schnorrenberger, A Schmidt, GV Moura - sbe.org.br
We study the predictive ability of high-frequency macro-financial indicators to nowcast
monthly inflation in an environment characterized by persistently high inflation rates, namely …
monthly inflation in an environment characterized by persistently high inflation rates, namely …
Nowcasting Turkish Food Inflation Using Daily Online Prices
This study uses a sample of daily food prices scraped from retail chains' websites for the
period from July 2018 to December 2020, comprising over 5.9 million data points. Using …
period from July 2018 to December 2020, comprising over 5.9 million data points. Using …