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Record W3124007508

Nowcasting GDP with electronic payments data

2015· preprint· en· W3124007508 on OpenAlexaboutno aff
John W. Galbraith, Greg Tkacz

Bibliographic record

VenueRePEc: Research Papers in Economics · 2015
Typepreprint
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Literacy, Pension, Retirement Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsNowcastingPaymentQuarter (Canadian coin)Debit cardPayment cardDatabase transactionEconomicsEconometricsCredit cardBusinessFinanceComputer scienceGeographyDatabase
DOInot available

Abstract

fetched live from OpenAlex

We assess the usefulness of a large set of electronic payments data comprising debit and credit card transactions, as well as cheques that clear through the banking system, as potential indicators of current GDP growth. These variables capture a broad range of spending activity and are available on a very timely basis, making them suitable current indicators. While every transaction made with these payment mechanisms is in principle observable, the data are aggregated for macroeconomic forecasting. Controlling for the release dates of each of a set of indicators, we generated nowcasts of GDP growth for a given quarter over a span of five months, which is the period over which interest in nowcasts would exist. We find that nowcast errors fall by about 65 per cent between the first and final nowcast. Evidence on the value of the additional payments variables suggests that there may be modest reductions in forecast loss, tending to appear in nowcasts produced at the beginning of a quarter. Among the payments variables considered, debit card transactions appear to produce the greatest improvements in forecast accuracy. JEL Classification: E32, E37, C53

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.009
Threshold uncertainty score0.018

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.019
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.064
GPT teacher head0.314
Teacher spread0.250 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations19
Published2015
Admission routes1
Has abstractyes

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Same venueRePEc: Research Papers in EconomicsSame topicFinancial Literacy, Pension, Retirement AnalysisFrench-language works237,207