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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

Nowcasting world GDP growth with high-frequency data

Jardet, Caroline; Meunier, Baptiste - In: Journal of forecasting 41 (2022) 6, pp. 1181-1200

Persistent link: https://www.econbiz.de/10013465691

Nowcasting GDP with a pool of factor models and a fast estimation algorithm

Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476

Persistent link: https://www.econbiz.de/10014465295

Nowcasting World GDP Growth with High-Frequency Data

Jardet, Caroline; Meunier, Baptiste - 2020

investigates whether high-frequency data can also improve the nowcasting performances for world GDP growth on quarterly or annual … models with weekly data have similar nowcasting performances relative to other models during “normal” times but strongly … outperform them during “crisis” episodes (2008-2009 and 2020). We finally construct a nowcasting model of annual world GDP growth …

Persistent link: https://www.econbiz.de/10014090107