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 …
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 …
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 …
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 …
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 …
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) …
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 …
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 …
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 …