crisis times. The main target variable is quarterly real GDP (RGDP) and we have collected a large and varied set of monthly … indicators as predictors. We use several mixed frequency models, such as unrestricted autoregressive MIDAS (UMIDAS-AR), three …

quarterly real GDP (RGDP) using several mixed-frequency models. These include a mixed dynamic factor model, unrestricted mixed … of GDP (manufacturing, non-manufacturing, and services) using a set of available monthly indicators by sector …. Furthermore, mixed-frequency dynamic factor models and unrestricted MIDAS perform well in terms of root mean squared errors …

is identified as the weekly growth rate of GDP. It turns out that the model is well suited to exploit the business cycle … information contained in alternative highfrequency data. GDP is tracked timely and accurately during the Corona crisis and past …

nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …

nowcasting performance compared to an autoregressive model. Moreover, we find that the adoption of machine learning techniques … improves substantially the accuracy of our predictions in comparison to standard linear mod-els. While the average nowcasting …

exercise is performed, in which estimates for Belgium's quarterly GDP are generated using a monthly dataset of 93 potential …

predict gross domestic product (GDP). We employ mixed-frequency models and real-time data to reassess the role of survey data …