We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar … assess if prediction accuracy is affected by the sampling frequency of the financial variables. Therefore, we apply MIDAS …

power for both GDP growth and excess stock returns, and that the results are robust to the inclusion of information …

This paper presents a method to conduct early estimates of GDP growth in Germany. We employ MIDAS regressions to … indicators. More specifically, we investigate whether it is better to disaggregate GDP (either via total value added of each … sector or by the expenditure side) or whether a direct approach is more appropriate when it comes to forecasting GDP growth …

smoother in a state-space model context. The monthly factors are used to estimate current quarter GDP, called the 'nowcast …', using different versions of what we call factor-based mixed-data sampling (Factor-MIDAS) approaches. We compare all possible … combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci ……cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on …

This paper presents a method to conduct early estimates of GDP growth in Germany. We employ MIDAS regressions to … indicators. More specifically, we investigate whether it is better to disaggregate GDP (either via total value added of each … sector or by the expenditure side) or whether a direct approach is more appropriate when it comes to forecasting GDP growth …

smoother in a state-space model context. The monthly factors are used to estimate current quarter GDP, called the 'nowcast …', using different versions of what we call factor-based mixed-data sampling (Factor-MIDAS) approaches. We compare all possible … combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci ……cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on …

: bridge equations, mixed-data sampling (MIDAS), and mixed-frequency (MF) models. We discuss their performance on now- and … forecasting the quarterly growth rate of Euro area GDP and its components, using a very large set of monthly indicators taken from … models, in a pseudo real-time framework. Anticipating some of the results, MIDAS without an AR component performs worse than …

, MIxed DAta Sampling (MIDAS) models, mixed frequency VARs, and mixed frequency factor models. We also consider alternative …