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Inflation in Pakistan: High-Frequency Estimation and Forecasting

Sonan Memon

No 2022:12, PIDE-Working Papers from Pakistan Institute of Development Economics

Abstract: I begin by motivating the utility of high-frequency inflation estimation and reviewing recent work done at the State Bank of Pakistan for inflation forecasting and now-casting GDP using machine learning (ML) tools. I also present stylised facts about the structure of historical and especially recent inflation trends in Pakistan.

Keywords: Forecast Accuracy; Forecasts of Inflation in Pakistan; High Frequency; Hyperinflation; Inflation Estimation and Forecasting; Machine Learning; Synthetic Data; VAR Models; Web Scrapping and Scanner Data (search for similar items in EconPapers)
JEL-codes: C53 E30 E31 E32 E37 E47 E52 E58 (search for similar items in EconPapers)
Pages: 26
Date: 2022
New Economics Papers: this item is included in nep-big, nep-for and nep-mon
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