pooling techniques, including Mallows model averaging and Cross-Validation model averaging, for short-term forecasting euro …

This paper investigates the trade-off between timeliness and quality in nowcasting practices. This trade-off arises …. Our main finding from a historical nowcasting simulation based on euro area GDP is that the predictive power of the survey …

We analyze the performance of a broad range of nowcasting and short-term forecasting models for a representative set of … indicators that come from a comparable set of identical data. We show that nowcasting works well for the new EU countries because … nowcasting is on average somewhat larger. …

-noise dynamic factor models, commonly used in macroeconomic forecasting and nowcasting. We show analytically and in Monte Carlo … estimation accuracy. Modestly increasing the noise level also accelerates convergence. A nowcasting exercise of euro area GDP …

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

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …

relative to other predictors generally improving in the post-2012 period. An out-of-sample forecasting exercise indicates that …, when monetary and credit aggregates are loaded directly in the forecasting equation, the additional gains over the … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …