The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into …. The model framework is applied for Greek GDP nowcasting. The results provide evidence that the more accurate nowcasting … estimations require (i) the disaggregation of GDP, (ii) the use of a multilayer mixed-frequency framework, and (iii) the inclusion …

sizeable. Prices and quantities affect the precision of the estimates of inflation while GDP is only affected by real variables …

forecasting one-month ahead, especially with Bayesian VARs. Furthermore, for both real and nominal variables, the direct pooling …

order 1. We then apply our approach to a mixed frequency model which we use to estimate monthly U.S. GDP from May 1969 to …-time GDP nowcasts over the 2007 to 2009 financial crisis. This last exercise shows that a GDP index, as opposed to real time … estimates of GDP itself, may be more helpful in highlighting changes in the state of the macroeconomy. …

is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and forecasting one …

, and Small (2005). The method consists in bridging quarterly GDP with monthly data via a regression on factors extracted …This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now … from a large panel of monthly series with different publication lags. We show that bridging via factors produces more …

This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated …

This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated …