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Real-Time Transaction Data for Nowcasting and Short-Term Economic Forecasting

2023· reference-entry· en· W4388865829 on OpenAlexaff
John W. Galbraith

Bibliographic record

VenueOxford Research Encyclopedia of Economics and Finance · 2023
Typereference-entry
Languageen
FieldBusiness, Management and Accounting
TopicConsumer Market Behavior and Pricing
Canadian institutionsMcGill University
Fundersnot available
KeywordsNowcastingDatabase transactionConsumption (sociology)PaymentTransaction dataPopulationTerm (time)Economic dataPoint of saleComputer scienceEconometricsEconomicsFinanceDatabaseGeographyMacroeconomics

Abstract

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Abstract Transaction data from consumer purchases is used for monitoring, nowcasting, or short-term forecasting of important macroeconomic aggregates such as personal consumption expenditure and national income. Data on individual purchase transactions, recorded electronically at point of sale or online, offer the potential for accurate and rapid estimation of retail sales expenditure, itself an important component of personal consumption expenditure and therefore of national income. Such data may therefore allow policymakers to base actions on more up-to-date estimates of the state of the economy. However, while transaction data may be obtained from a number of sources, such as national payments systems, individual banks, or financial technology companies, data from each of these sources contain limitations. Data sets will differ in the forms of information contained in a record, the degree to which the samples are representative of the relevant population of consumers, and the different types of payments that are observed and captured in the record. As well, the commercial nature of the data may imply constraints on the researcher’s ability to make data sets available for replication. Regardless of the source, the data will generally require filtering and aggregation in order to provide a clear signal of changes in economic activity. The resulting series may be incorporated into any of a variety of model types, along with other data, for nowcasting and short-term forecasting.

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.985
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.125
GPT teacher head0.319
Teacher spread0.194 · 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 teacher head, not a consensus.

Study designOther design
Domainnot available
GenreReview

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

Citations0
Published2023
Admission routes1
Has abstractyes

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