monthly indicators in nowcasting GDP growth. These insights should help improve recently developed high-frequency indicators. …

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

2018. The DFM methodology offers a powerful and tractable means of nowcasting economic growth while accounting for mixed … content for GDP growth in India, a novel result from the viewpoint of the existing nowcasting literature. …

indicators are used to nowcast each expenditure component of GDP. The nowcasting framework is found to be a valuable tool in …

approaches to the short term forecasting (nowcasting) of real GDP growth in India and evaluates methods to optimally gauge the …

-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 …

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. …