; temporal disaggregation ; forecasting ; nowcasting …

In this paper we extend the Stock and Watson’s (Leading economic indicators, new approaches and forecasting records … indicators are useful for forecasting output growth, particularly when certain financial variables lead the common factor … of the Spanish Economy. -- business cycles ; output growth ; short-term forecasting …

-parametric approaches of seasonal adjustment. Then, we compare the forecasting performance of these methods. The empirical results militate … in favour of the TRAMO-SEATS method. In fact, this approach provides the best forecast. In terms of forecasting …

. The out-of-sample forecasting performance of the TVP-VAR model is evaluated against the simple VAR and ARIMA models, by … consistently outperforms the simple VAR and ARIMA models. -- stock prices ; exchange rates ; bivariate causality ; forecasting …