This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated …

This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated …

and Small, 2005. The method consists in bridging quarterly GDP with monthly data via a regression on factors extracted …This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now … from a large panel of monthly series with different publication lags. We show that bridging via factors produces more …

sizeable. Prices and quantities affect the precision of the estimates of GDP while inflation is only affected by nominal …

, produces a degree of forecasting accuracy of the federal funds rate similar to that of the markets, and, for output and …

factors is a more promising forecasting strategy than averaging a large number of indicator-based forecasts. The dynamic and …We conduct a systematic comparison of the short-term forecasting abilities of eleven statistical models and …

This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth … model provides a more precise estimate of current quarter GDP growth and the SPF becomes stale compared to all the model …

This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth … updating of the model provides a more precise estimate of current quarter GDP growth and the SPF becomes stale compared to all …

is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and forecasting one …