Laine, Olli-Matti; Lindblad, Annika - In: Journal of the Finnish Economic Association : JFEA 2 (2021) 1, pp. 74-108
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we assess if prediction accuracy is affected by the sampling frequency of the financial variables. Therefore, we apply MIDAS models that allow us to nowcast quarterly GDP growth...