Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach

arXiv:2607.12345 · econ.GN, stat.ME, stat.ML · Submitted 2026-07-14 · Read on arXiv

Catherine Chen, Chen Gao, Jonathon Hazell, Lihua Lei, Chen Lian

econ.GN, stat.ME, stat.ML

Submitted: 2026-07-14

Comments: 187 pages, 26 figures, 45 tables

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Inflation — 163× in this paper · explained in 2 episodes
• Benchmark — 126× in this paper · explained in 2 episodes
• Robustness — 21× in this paper · explained in 6 episodes
• XGBoost — 21× in this paper · explained in 3 episodes
• Shapley values — 20× in this paper · explained in 2 episodes
• Overfitting — 12× in this paper · explained in 2 episodes
• Regret — 11× in this paper · explained in 4 episodes
• Calibration — 10× in this paper · explained in 9 episodes
• Accuracy — 8× in this paper · explained in 1 episode
• Consistency — 7× in this paper · explained in 3 episodes
• Adam — 6× in this paper · explained in 3 episodes
• Hyperparameters — 5× in this paper · explained in 2 episodes
• Non-stationarity — 4× in this paper · explained in 2 episodes
• Absorb — 3× in this paper · explained in 1 episode
• Benchmarking — 3× in this paper · explained in 4 episodes
• Interpretability — 3× in this paper · explained in 15 episodes
• Regret Bound — 3× in this paper · explained in 2 episodes
• Office for National Statistics — 2× in this paper
• Papers — 2× in this paper · explained in 3 episodes
• Verification — 2× in this paper · explained in 2 episodes
• Federal Reserve Economic Data — 1× in this paper
• Generalization — 1× in this paper · explained in 14 episodes
• Heteroscedasticity — 1× in this paper · explained in 2 episodes
• Kolmogorov Distance — 1× in this paper · explained in 2 episodes
• Lasso — 1× in this paper · explained in 2 episodes
• Machine Learning (ML) — 1× in this paper · explained in 2 episodes
• Regret Guarantees — 1× in this paper · explained in 2 episodes
• Regularization — 1× in this paper · explained in 3 episodes
• Sparsity — 1× in this paper · explained in 5 episodes
• Time Series Forecasting — 1× in this paper · explained in 4 episodes
• Trace — 1× in this paper · explained in 2 episodes
• Weight Decay — 1× in this paper · explained in 2 episodes

Sources

• Online Learning: A Modern Introduction Using Convex Optimization

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