LLM analysis of social media creates high-frequency CPI surrogates that, when jointly modeled in a deep panel framework, reduce short-term forecasting errors and better capture abrupt inflationary shifts than traditional econometric models.
Define the fitted prediction score si,t := yi,t −byi,t ,(i, t)∈ D Cal ∪ {(i∗, T+ 1)}, and let eFk denote the empirical CDF of the calibration scores{s i,t : (i, t)∈ D Cal,bg(i) =k}
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How Does LLM Help Regional CPI Forecast: An LLM-powered Deep Panel Modeling Framework
LLM analysis of social media creates high-frequency CPI surrogates that, when jointly modeled in a deep panel framework, reduce short-term forecasting errors and better capture abrupt inflationary shifts than traditional econometric models.