model averaging framework for macroeconomic nowcasting. Our suggested model can efficiently deal with the nature of the real …

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …

This paper compares the forecasting performance of linear and nonlinear models under the presence of structural breaks … of recessions are used to analyze the Brazilian business cycle. The ability of each model in forecasting out …-of-sample the growth rates of GDP is examined. The forecasting ability of the two models is also compared with linear specifications …

This paper applies the Holston-Laubach-Williams methodology to estimate the natural rate of interest for Brazil. …