Inflation in Pakistan: High-Frequency Estimation and Forecasting
Additional contact information
Sonan Memon: Pakistan Institute of Development Economics
No 2022:12, PIDE-Working Papers from Pakistan Institute of Development Economics
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)
New Economics Papers: this item is included in nep-big, nep-for and nep-mon
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
https://pide.org.pk/wp-content/uploads/wp-0224-inf ... -and-forecasting.pdf First Version, 2022 (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:pid:wpaper:2022:12
Access Statistics for this paper
More papers in PIDE-Working Papers from Pakistan Institute of Development Economics Contact information at EDIRC.
Bibliographic data for series maintained by Khurram Iqbal ().