, and Small (2005). The method consists in bridging quarterly GDP with monthly data via a regression on factors extracted …This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now … from a large panel of monthly series with different publication lags. We show that bridging via factors produces more …

and Small, 2005. The method consists in bridging quarterly GDP with monthly data via a regression on factors extracted …This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now … from a large panel of monthly series with different publication lags. We show that bridging via factors produces more …

This paper presents three local nonparametric forecasting methods that are able to utilize the isolated periods of … opposed to chronological time. The most efficient nonparametric forecasting method is the third model, which uses the …

process is to use timely monthly information in order to nowcast key economic variables, such as e.g. GDP, that are typically … data releases and the resulting forecast revisions. To illustrate our ideas, we study the nowcast of euro area GDP in the …

information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …

information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …

This paper analyses the forecasting performance of monetary policy reaction functions using U.S. Federal Reserve … forecasting purposes. Overall, evidence suggests that U.S. monetary policy behaviour between1987-2012 is nonlinear. …