forecasting approach for East German GDP that takes data availability in real time and regional economic indicators into account …

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

This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … pseudo out-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves … frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon …

We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …

This paper derives new theoretical results for forecasting with Global VAR (GVAR) models. It is shown that the presence … that (a) regardless of the forecasting methods considered, PMIs are useful for nowcasting, but their value added diminishes … factor-augmented high-dimensional VAR model. The small sample properties of the proposed solution are investigated by Monte …

This paper documents GDPNow, a "nowcasting" model for gross domestic product (GDP) growth that synthesizes the "bridge …

product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …

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

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …