We provide a tractable characterization of the sharp identification region of the parameters ø in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables....

Established nowcasting techniques generally use as inputs two types of economic data: directly quantifiable variables, mostly referred to as hard data, and survey-based measures of the economy, or soft data. In this paper we increase the dimensionality of the nowcasting input data set by...