forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

-sample forecasting regressions. The predictive power of the model stays high at longer horizons. The estimated factors are strongly …

forecasting one-month ahead, especially with Bayesian VARs. Furthermore, for both real and nominal variables, the direct pooling …

forecasting accuracy within factor modelling framework. Nested data means disaggregated data or sub-components of aggregated … mean square error is employed as the standard tool to measure forecasting accuracy. According to this empirical study we … enhance Latvian GDP forecasting accuracy. The efficiency gain improving forecasts is about 0.15-0.20 percentage points of year …

a major PJM market hub -- the Dominion Hub in Virginia, U.S. The forecasting performance of four multivariate models …

and Vector ARX models) and indirectly (via factor models). The forecasting performance of five econometric models is …

This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth …

This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth …