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 specification … exponential lag polynomials for the coefficients, whereas MF-VAR does not restrict the dynamics and therefore can suffer from the …

This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …

. Our empirical findings show that the factor estimation methods don't differ much with respect to nowcasting accuracy …

This paper introduces regime switching parameters in the Mixed-Frequency VAR model. We first discuss estimation and … inference for Markov-switching Mixed-Frequency VAR (MSMF-VAR) models. Next, we assess the finite sample performance of the … technique in Monte-Carlo experiments. Finally, the MSMF-VAR model is applied to predict GDP growth and business cycle turning …

nowcasting Euro area and US GDP using monthly indicators. …

-1999. Three popular methods of estimating uncertainty from survey data are analysed in the context of models for forecasting and …