This paper documents GDPNow, a "nowcasting" model for gross domestic product (GDP) growth that synthesizes the "bridge …

frequency information. We compare this model with two versions of the mixed frequency VAR, which so far had been only applied to … implement a simulation study to evaluate the relative forecasting ability of the alternative models in finite samples. Finally …, we conduct several empirical applications to assess the relevance of quarterly survey data for forecasting a set of …

leverage a novel real-time dataset to conduct an out-of-sample forecasting exercise for U.S. real gross domestic product (GDP …). MF-BVARs are shown to provide an attractive alternative to surveys of professional forecasters for forecasting GDP growth …

autoregressive component. First, we compare the forecasting performance of the different MIDAS models in Monte Carlo simulation …

This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …

results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … to MAKPAM and enriches the set of tools for forecasting and monetary policy analysis in NBRM. In this paper we highlight …

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …