computationally simple and can be easily implemented as a nowcasting tool. Finally, this method also allows to retrace the driving …

In this paper a Bayesian vector autoregressive model for nowcasting the seasonally non-adjusted unemployment rate in EU …

Common sense tells that historical data are more informative for the estimation of today's nowcasting models when … procedure of GDP nowcasting models, in which observations are weighted based on the similarity with the current economic state … significant nowcasting gains for predicting GDP growth in Belgium as compared to traditional unweighted approaches. …

sentiment in the dynamic factor model for nowcasting consumer confidence. …

-noise dynamic factor models, commonly used in macroeconomic forecasting and nowcasting. We show analytically and in Monte Carlo … estimation accuracy. Modestly increasing the noise level also accelerates convergence. A nowcasting exercise of euro area GDP …

investment, which are available at a quarterly frequency. While nowcasting uses data up to (and including) the quarter to be … that taking explicit account of regimes clearly improves nowcasting, and different regimes are important for GDP … certain regimes, like tourist arrivals in the non-recession regime when nowcasting consumption, while other variables are …