Article · Latin American Journal of Central Banking

High-frequency inflation forecasting: A two-step machine learning methodology

Osmar Bolivar January 1, 2026
Machine learning & data scienceMoney, prices & macro

This paper introduces a two-step machine-learning method to produce daily and weekly inflation forecasts in developing economies where official CPI is monthly and delayed. A regularized (Ridge/L1) model outperforms econometric and survey benchmarks, validated via Kolmogorov-Smirnov testing.

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