New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop

Vadim Grishchenko () and Ivan Krylov ()
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Vadim Grishchenko: Bank of Russia; HSE University
Ivan Krylov: Bank of Russia; HSE University

Russian Journal of Money and Finance, 2024, vol. 83, issue 2, 92-111

Abstract: At the end of March 2024, the Bank of Russia, the New Economic School, and the Bank of Russia's Department at the HSE University held the 11th international workshop titled 'New Approaches to Measuring, Analysing, and Forecasting Prices'. The workshop participants presented their research focused on inflation forecasting aided by machine learning and the use of new data to investigate price changes. The researchers discussed the effectiveness of machine learning algorithms compared with traditional econometrics.

Keywords: inflation; inflation expectations; structural transformation; machine learning (search for similar items in EconPapers)
JEL-codes: C11 D84 E31 E50 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111

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