Aggregate demand forecasting, also known as nowcasting when it applies to current quarter assessment, is of notable …, it focuses on the MIDAS approach and its later extension, the Bayesian MF-VAR. The two strategies are evaluated in terms … of their accuracy to nowcast Macedonian GDP growth, using same monthly frequency data set. The results of this study …

. Various classes of MIDAS models are found to produce a slight boost in terms of out-of-sample predictive performance at …

-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 …

frequency indicators are used following the MIDAS approach. This structure is able to represent with richer dynamics the … empirical application for the Italian quarterly GDP the short-term forecasting performance is evaluated against other mixed …

frequency indicators are used following the MIDAS approach. This structure is able to represent with richer dynamics the … the empirical application we specify and estimate a FaMIDAS to forecast Italian quarterly GDP. The short-term forecasting …

movements of key macroeconomic variables, i.e., CPI inflation, GDP, employment, and an output gap. In particular, questions … output gap and adds information to the benchmark forecasts for GDP and employment. …