process is to use timely monthly information in order to nowcast key economic variables, such as e.g. GDP, that are typically … data releases and the resulting forecast revisions. To illustrate our ideas, we study the nowcast of euro area GDP in the …

, and Small (2005). The method consists in bridging quarterly GDP with monthly data via a regression on factors extracted …This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now … from a large panel of monthly series with different publication lags. We show that bridging via factors produces more …

process is to use timely monthly information in order to nowcast key economic variables, such as e.g. GDP, that are typically … data releases and the resulting forecast revisions. To illustrate our ideas, we study the nowcast of euro area GDP in the … fourth quarter of 2008. - Nowcasting ; News ; Factor Model ; Forecasting …

better quality than PPP. The MB approach has the most appealing economic interpretation, but performs poorly in forecasting …

; (iv) newer generation Phillips curve models with several timevarying features are a promising avenue for forecasting …

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …