We use a novel disaggregate sectoral euro area dataset with a regional breakdown that allows explicit estimation of the …). Employing a new method to extract factors from over-lapping data blocks, we find for our euro area data set that the sectoral … might lead to new insights regarding the properties of sectoral price changes. -- Disaggregated Prices ; Euro Area Regional …

-parametric estimation is impractical given commonly available predictive sample sizes. Instead, this paper derives the approximate …

unrestricted polynomials. In an empirical application on out-of-sample nowcasting GDP in the US and the Euro area using monthly …