Browsing Faculty Publications (Bibliographic) by Author "Yadav, Varun"
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Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun; Das, Abhiman (Routledge Publishing, 2021-09-26)In this paper, we forecast short-term monthly headline retail inflation in India using daily crowd-sourced food prices and high frequency market-based measures by employing dynamic factors and mixed frequency models. We ...