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

Powell, Benedict James orcid.org/0000-0002-0247-7713, Nason, Guy, Elliott, Duncan et al. (3 more authors) (2018) Tracking and modelling prices using web-scraped price microdata : towards automated daily consumer price index forecasting. Journal of the Royal Statistical Society: Series A (Statistics in Society). pp. 737-756. ISSN 1467-985X

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Copyright, Publisher and Additional Information: © 2017 The Authors Journal of the Royal Statistical Society: Series A.
Keywords: Dynamic inflation model,High frequency inflation prediction,Inflation estimation,State space model,Statistics and Probability,Social Sciences (miscellaneous),Economics and Econometrics,Statistics, Probability and Uncertainty
Dates:
  • Published (online): 15 September 2017
  • Published: 24 May 2018
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 09 Nov 2017 14:16
Last Modified: 29 Dec 2021 00:28
Published Version: https://doi.org/10.1111/rssa.12314
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1111/rssa.12314
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