Tracking and modelling prices using web-scraped price microdata: towards automated daily consumer price index forecasting

Jennifer Davies, Matthew Mayhew, Duncan G. Elliott, Ben Powell, Joe Winton, Guy P. Nason

Publication date: 13 January 2025

Published in: Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

zbMATH Keywords

state space model dynamic inflation model high frequency inflation prediction inflation estimation

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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