We define nowcasting as the prediction of the present, the very near future and the very recent past. Key in this … argue that the nowcasting process goes beyond the simple production of an early estimate and it consists in the analysis of … nowcasting traditionally conducted in policy institutions and used, alongside the judgemental procedures, in many central banks …

Markov-switching models. After a discussion of estimation and inference for MS-MIDAS, and a small sample simulation based …

for forecasting GDP growth at short-term horizons in the euro area. We discuss three sets of empirical results. First we … forecast revisions. Third we design a pseudo out of sample forecasting exercise and examine point and density forecast accuracy …

exchange can be usefully exploited in forecasting future spot exchange rates. I use signal-extraction techniques, based on …

. However, estimated real-time models considerably improve out-ofsample forecasting performance, provide more accurate ‘nowcasts …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …

This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with …, amongst others, the factor estimation method and the number of factors, lag length and indicator selection. Thus, there are … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …