professional forecasters provide GDP forecasts that are temporally consistent, meaning that quarterly forecasts add up to the … estimates of information frictions in some cases. For the overwhelming majority of consistent forecasts, annual GDP predictions … almost immediately reflect the monthly GDP releases. These findings suggest that most forecasters make at least minor …

opportunities to increase the accuracy of indicator-based forecasts. Focusing on quarterly GDP growth in Germany, we find that the …

nominal GDP projections are upward biased for longer forecast horizons, which seems to be driven by a false assessment of the …

We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … models that allow us to nowcast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar …

taking into account the supply or production side and the demand side of GDP. The GDP figures calculated by the two sides … usually yield different results and the official GDP release is somewhere in between. We make use of this statistical … procedure by separately modeling the two sides of GDP in a system of bridge equations at the most disaggregate level available …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA … model; 2) AR model estimated by the Kalman filter; 3) model that explains Macedonian GDP as a function of the foreign demand …; 4) small structural model that links GDP components to a small set of explanatory variables; 5) static factor model that …

We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we … models that allow us to forecast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. Our results show that financial market data nowcasts Finnish GDP growth relatively well. When it comes to …

The paper compares two forecasts of Slovak GDP, the first with high-frequency data and the second without them. We … utilize the last observation from the economic activity index acting as a short-term GDP forecast. We use data from 2000 to …, labour, expectations, transport, financial data. We address the problem of Nowcasting of the growth rate of Slovak real GDP …