sentiment in the dynamic factor model for nowcasting consumer confidence. …

Common sense tells that historical data are more informative for the estimation of today's nowcasting models when … procedure of GDP nowcasting models, in which observations are weighted based on the similarity with the current economic state … significant nowcasting gains for predicting GDP growth in Belgium as compared to traditional unweighted approaches. …

model averaging framework for macroeconomic nowcasting. Our suggested model can efficiently deal with the nature of the real …