Nowcasting monthly GDP with big data : a model averaging approach

Tommaso Proietti and Alessandro Giovannelli

Year of publication:	[2020]
Authors:	Proietti, Tommaso ; Giovannelli, Alessandro
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	Mixed-Frequency Data \| Dynamic Factor Models \| State Space Models \| Shrinkage \| Zustandsraummodell \| State space model \| Prognoseverfahren \| Forecasting model \| Bruttoinlandsprodukt \| Gross domestic product \| Big Data \| Big data \| Theorie \| Theory

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