The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and … models that formalize key features of how market participants and policy makers read macroeconomic data releases in real time …

The term now-casting is a contraction for now and forecasting and has been used for a long time in meteorology and … models that formalize key features of how market participants and policymakers read macroeconomic data releases in real-time …

Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists …": the large number of time series continuously released (Volume), the complexity of the data covering various sectors of the … and produce, in real time, accurate probabilistic predictions of US economic activity and, in addition, a meaningful …

modeling to decompose economic time series into a trend, a business-cycle, and an irregular component. To examine which … Forecasters can predict almost all variation in the time series due to the trend and the business-cycle, but the forecasts contain …

This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive … by evaluating a mixed-frequency time-varying parameter VAR with stochastic volatility (MF-TVP-SV-VAR). Overall, the MFTVP …

model framework uses a novel covariance matrix specification. Model estimation and real-time filtering of the latent …

We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety …