, we explore the ability of the MIDAS model to provide forecast updates for GDP growth (nowcasting). …

-time and final data releases differ, we also observe minimal impacts on the relative forecasting performance of indicator …

conduct. Given that GDP figures are available with a significant delay central banks are increasingly using Nowcasting as a … useful tool for having an immediate perception of economic conditions. We develop a GDP growth Nowcasting exercise using a … compare their relative forecasting ability using the Giacomini and White (2004) test and find no significant difference in …

proposed model demonstrates a remarkable performance in short-term and medium-term forecasting. Using real-time GDP data since …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …