Model card
- Purpose
- Give institutions an earlier read on inflation for pricing, treasury and planning decisions.
- Inputs
- Monthly and higher-frequency price indicators
- Exchange rate
- Energy and food prices
- Method
- Mixed-frequency factor model combining indicators released at different times in the month.
- Outputs
- Current-month inflation estimate with a range
- Contribution of each indicator
- Validation
- To be evaluated against official releases once a sufficient out-of-sample record exists.
- Limitations
- Early version; no out-of-sample record yet.
- Sensitive to revisions in source data.
Version history
- v0.1September 2026Specification and indicator selection.
A methodology note for this model is forthcoming.