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Title page 1

Contents 1

Abstract 1

1. Introduction 2

2. Background 4

3. Data 6

3.1. Alternative Data Sources 6

3.2. Official Data Series 7

4. Methods 9

4.1. Correlations of Card Series and Official Series 9

4.2. Relative Performance of Estimating Timely National PCE 11

4.3. State-Level Estimates 14

5. Results 14

5.1. Correlation Results of Card Transaction Sources and Official Sources 14

5.2. Results for Forecasting PCE 15

5.3. State-Level Correlations 18

6. Conclusion 19

References 20

Appendix 40

A. Additional Forecasting Models 40

B. State Scatterplots 40

C. Comparing QCEW Wages and MSRS 41

Tables 22

Table 1. Typical Revision Magnitudes Between Early and Fifth Estimate of Monthly PCE, Month-Over-Month Growth Rates at National/Month Level 22

Table 2. Description Of Industries Examined 22

Table 3. Pearson Correlation Coefficients Between the Monthly Retail Trade Survey and Transaction Data 23

Table 4. Pearson Correlation Coefficients Between the Quarterly Services Survey and Transaction Data 24

Table 5. Summary Statistics For PCE Revisions, Month over Month Growth Rates 25

Table 6. Forecast Errors and Routine Revision Magnitudes 25

Table 7. Mean Absolute Errors of Machine Learning Model Forecasting PCE Categories 26

Table 8. Summary Statistics: State/Month MSRS and Card Data, 2019m1-2023m6 27

Table 9. Correlation Coefficients: State Transaction Data and MSRS 28

Table 10. Forecast Errors and Routine Revision Magnitudes 42

Table 11. Mean Absolute Errors of Machine Learning Model Forecasting PCE Categories 43

Figures 30

Figure 1. Growth Rates of Median, Average Growth Series and Five Transaction Series: Retail and Food Service Spending 30

Figure 2. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data, All Retail and Food Service 30

Figure 3. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 31

Figure 4. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 31

Figure 5. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 32

Figure 6. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 32

Figure 7. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 33

Figure 8. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 33

Figure 9. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 34

Figure 10. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 34

Figure 11. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 35

Figure 12. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 35

Figure 13. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 36

Figure 14. Correlation and Growth Rates of MRTS, Median and Average of Transaction Data 36

Figure 15. The Distributions of Pearson Correlation Coefficients between State MRTS and Transaction Spending Across States 37

Figure 16. Forecast Errors Associated with AR (1) Forecast and Card Median Forecast 37

Figure 17. Revision Magnitude and Forecast Error with Card Median Forecast 38

Figure 18. Visualization of Difference Between MSRS and Median Card Estimates 39

Figure 19. MIDAS Forecasts 44

Figure 20. State Scatter Plots 45

Figure 21. State-Level Patterns in QCEW and MSRS 46

Figure 22. State-Level Patterns in QCEW and MSRS, Adding Card Data 47

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