A dynamic factor model for nowcasting Canadian GDP growth

T Chernis, R Sekkel - Empirical Economics, 2017 - Springer
This paper estimates a dynamic factor model (DFM) for nowcasting Canadian gross
domestic product. The model is estimated with a mix of soft and hard indicators, and it …

Nowcasting BRIC+ M in real time

T Dahlhaus, JD Guénette, G Vasishtha - International Journal of …, 2017 - Elsevier
Given the growing importance of emerging market economies (EMEs) in driving global GDP
growth, timely and accurate assessments of current and future economic activity in EMEs are …

Nowcasting Turkish GDP and news decomposition

M Modugno, B Soybilgen, E Yazgan - International Journal of Forecasting, 2016 - Elsevier
Real gross domestic product (GDP) data in Turkey are released with a very long delay
relative those of to other economies, between 10 and 13 weeks after the end of the …

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

O Cepni, IE Guney, NR Swanson - Journal of Forecasting, 2020 - Wiley Online Library
In this paper, we assess the predictive content of latent economic policy uncertainty and data
surprise factors for forecasting and nowcasting gross domestic product (GDP) using factor …

Nowcasting indian gdp

D Bragoli, J Fosten - Oxford bulletin of economics and statistics, 2018 - Wiley Online Library
Nowcasting has become a useful tool for making timely predictions of gross domestic
product (GDP) in a data‐rich environment. However, in developing economies this is more …

Now-casting the Japanese economy

D Bragoli - International Journal of Forecasting, 2017 - Elsevier
This paper proposes a formal statistical framework for the real-time monitoring of current
economic conditions in Japan. We identify the 'market moving'indicators that are monitored …

Nowcasting Indonesia

M Luciani, M Pundit, A Ramayandi, G Veronese - Empirical Economics, 2018 - Springer
We produce predictions of the current state of the Indonesian economy by estimating a
dynamic factor model on a dataset of 11 indicators (followed closely by market operators) …

Back to the Present: Learning about the Euro Area through a Now-casting Model

D Cascaldi-Garcia, TRT Ferreira, D Giannone… - International Journal of …, 2024 - Elsevier
We build a multi-country model for simultaneously nowcasting economic conditions in the
euro area and its three largest member countries—Germany, France, and Italy. The model …

A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth

T Chernis, C Cheung, G Velasco - International Journal of Forecasting, 2020 - Elsevier
This paper estimates a three-frequency dynamic factor model for nowcasting the Canadian
provincial gross domestic product (GDP). The Canadian provincial GDP at market prices is …

Financial and fiscal interaction in the Euro Area crisis: This time was different

A Caruso, L Reichlin, G Ricco - European Economic Review, 2019 - Elsevier
This paper highlights the anomalous characteristics of the Euro Area 'twin crises' by
contrasting the aggregate macroecosnomic dynamics in the period 2009–2013 with the …