Nowcasting-Forecasting

JULIO L. ORTIZ

Analyzing panel data from the U.S. Survey of Professional Forecasters (SPF, 1992Q1–2019Q4, 77 forecasters, 1,520 forecaster-quarter observations), Julio Ortiz finds that a “misspecified …

Maximilian Schröder

This paper introduces a Bayesian Gaussian mixture density regression framework that estimates the complete forecast distribution of inflation — not just selected quantiles — and decomposes the entire …

Gabriel Ehrlich · John Haltiwanger · Ron Jarmin · David Johnson · Ed Olivares · Luke Pardue · Matthew D. Shapiro · Laura Yi Zhao

Layer 1: Overview This paper implements and evaluates methods for constructing quality-adjusted price indices from item-level retail scanner data at scale — across hundreds of product categories, …