betrachtet. Es zeigt sich, daß eine Reihe von Indikatoren für eine kurzfristige Prognose geeignet sind, daß aber eine Prognose … forecast horizons or for the prediction of turning points …

the estimation approach. A real-time application to the relationship between daily corporate bond spreads and quarterly …

, amongst others, the factor estimation method and the number of factors, lag length and indicator selection. Thus, there are …

combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …. Our empirical findings show that the factor estimation methods don't differ much with respect to nowcasting accuracy …

This paper provides a review of the recent literature concerned with large factor models as forecast devices.We focus … estimation techniques are necessary, expanding on the standard approaches for balanced data such as principal components (PC …). The estimation methods include variants of the Expectation-Maximisation (EM) algorithm together with PC and factor …