High-frequency data, big data and alternative data appear on 236 recent papers across the finance, AI and economics journals, but only 10 of them carry a card-transaction, mobility, search, satellite or electricity keyword, and nowcasting appears on 9. Banks, card networks and job boards hold daily measures of the economy. Which of them nowcast GDP, inflation and employment best, and could statistical offices use them?
Papers in the last 30 days — high-frequency data: 3 · Google Trends: 1
Mixture-of-experts models are among the fastest-growing topics in the AI journals, and regime-switching models have a long history in finance and economics. A gate that picks experts works much like a regime switch, yet no finance or economics paper in the archive carries the keyword. Can it forecast better across market regimes?
Papers in the last 30 days — mixture of experts: 11 · regime switching: 4
Foundation models are rising fast in the AI journals, and time-series versions now forecast series they were never trained on. Economists forecast inflation and growth with surveys and small models. Do the new models beat the Survey of Professional Forecasters in real time?
Papers in the last 30 days — foundation models: 6 · inflation forecasting: 1