The method of model averaging has become an important tool to deal with model
uncertainty, for example in situations where a large amount of different theories exist, as are …

In this paper we consider the value of Google Trends search data for nowcasting (and
forecasting) GDP growth for a developed economy (the US) and an emerging-market …

This study proposes a new method of incorporating emotions from newspaper articles into
macroeconomic forecasts, attempting to forecast industrial production and consumer prices …

Timely alternative data sources such as credit card transactions and search query trends
have become more readily available in recent years, while sophisticated machine learning …

The usefulness of machine learning techniques for forecasting macroeconomic variables
using multiple large datasets is considered. The predictive content of surveys is compared …

The outbreak of war and the earlier and ongoing COVID-19 pandemic determined the need
for real-time monitoring of economic activity. The economic activity of a country can be …

Работа посвящена описанию методики расчета высокочастотного индикатора,
отражающего динамику экономической активности в России. В качестве исходных …

We consider the effectiveness of stabilization policy when the zero lower bound (ZLB) is a
relevant constraint on conventional monetary policy by relaxing the assumption of rational …

This paper outlines a methodology for constructing a high-frequency indicator of economic
activity in Russia. News stories from internet resources are used as data sources. News data …

This paper assesses the usefulness of comprehensive payments data for macroeconomic
predictions in Canada. Specifically, we evaluate which type of payments data are useful …