Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach

Alessandro Giovannelli, Tommaso Proietti, Ambra Citton, Ottavio Ricchi, Cristian Tegami and Cristina Tinti

Year of publication:	[2020] ; Draft version May 6, 2020
Authors:	Giovannelli, Alessandro ; Proietti, Tommaso ; Citton, Ambra ; Ricchi, Ottavio ; Tegami, Cristian ; Tinti, Cristina
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	Mixed-Frequency Data \| Dynamic Factor Models \| Growth Accounting \| Model Averaging \| Ledoit-Wolf Shrinkage \| Prognoseverfahren \| Forecasting model \| Bruttoinlandsprodukt \| Gross domestic product \| Nationaleinkommen \| National income \| Schätzung \| Estimation \| Wirtschaftswachstum \| Economic growth \| Faktorenanalyse \| Factor analysis

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