: bridge equations, mixed-data sampling (MIDAS), and mixed-frequency (MF) models. We discuss their performance on now- and … forecasting the quarterly growth rate of Euro area GDP and its components, using a very large set of monthly indicators taken from … models, in a pseudo real-time framework. Anticipating some of the results, MIDAS without an AR component performs worse than …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model specification … in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on …

smoother in a state-space model context. The monthly factors are used to estimate current quarter GDP, called the "nowcast …", using different versions of what we call factor-based mixed-data sampling (Factor-MIDAS) approaches. We compare all possible … combinations of factor estimation methods and Factor-MIDAS projections with respect to now-cast performance. Additionally, we …

-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …

smoother in a state-space model context. The monthly factors are used to estimate current quarter GDP, called the `nowcast …', using different versions of what we call factor-based mixed-data sampling (Factor-MIDAS) approaches. We compare all possible … combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …

smoother in a state-space model context. The monthly factors are used to estimate current quarter GDP, called the 'nowcast …', using different versions of what we call factor-based mixed-data sampling (Factor-MIDAS) approaches. We compare all possible … combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci ……cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci ….cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on …

-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …

, MIxed DAta Sampling (MIDAS) models, mixed frequency VARs, and mixed frequency factor models. We also consider alternative …