quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden …-Württemberg) and Eastern Germany. We overcome the problem of a "data-poor environment" at the sub-national level by including more than …. Our results show that we can significantly increase forecast accuracy compared to an autoregressive benchmark model, both …

of the information set is accounted for as the pattern of publication lags is considered. Forecast evaluation exercises … diffusion index model without pre-selected indicators. Moreover, forecast combination significantly reduces forecast error. …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day …Building on a mixed data sampling (MIDAS) model we evaluate the predictive power of a variety of monthly macroeconomic … at the respective day of forecast. This procedure allows us to detect how useful a specific indicator is at a specific …

This paper evaluates whether publicly available daily news lead texts help nowcasting Swiss GDP growth. I collect …-based indicators. In a pseudo out-of-sample nowcasting exercise for Swiss GDP growth, the indicator outperforms a monthly Swiss … business cycle indicator if one month of information is available. Improvements in nowcasting accuracy mainly occur in times of …