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

We tackle the nowcasting problem at the regional level using a large set of indicators (regional, national and … useful information for the prediction of regional GDP in Saxony. Unlike national GDP forecasts, the performance of regional … GDP is similar across different information sets within a quarter. …

We build a small-scale factor model for the GDP of one of the hardest hit economies during the latest recession to … nowcasting performance during a pronounced switch of business cycle phases due to the latest recession. We compare the factor … models' nowcasting performance to a random walk, autoregressive and the best-performing nowcasting models at our hands, which …

The gross domestic product [GDP] is a fundamental economic indicator that is frequently used as a benchmark for local …, could, like the GDP, also manifest the state of the economy. At the same time, however, the validity of a direct relation … between the two is debatable since the GDP is known to be characteristically different from the typical equity index, however …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA … model; 2) AR model estimated by the Kalman filter; 3) model that explains Macedonian GDP as a function of the foreign demand …; 4) small structural model that links GDP components to a small set of explanatory variables; 5) static factor model that …