• 1 Introduction
  • 2 Nowcasting quarterly GDP with ragged-edge data: MIDAS, factormodels, and pooling
  • 2.1 The MIDAS approach as a now- and forecasting tool
  • 2.2 The MIDAS predictors
  • 2.3 Nowcast pooling over many speci…cations of models
  • 3 Design of the nowcast and forecast comparison exercise
  • 3.1 Data and replication of the ragged edge
  • 3.2 Nowcast and forecast design
  • 3.3 Speci…cation of MIDAS and factor models
  • 4 Now- and forecasts from single models
  • 4.1 Fixed speci…cations
  • 4.2 Information-criteria model selection and speci…cation based on past performance
  • 5 Nowcast pooling
  • 6 Robustness of the results
  • 6.1 Subsample analysis
  • 6.2 Double-indicator MIDAS
  • 6.3 BIC speci…cation of Factor-MIDAS
  • 7 Conclusions
  • A Monthly dataset
  • A.1 Prices
  • A.2 Labour market
  • A.3 Interest rates, stock market indices
  • A.4 Manufacturing turnover, production and received orders
  • A.5 Construction
  • A.6 Surveys
  • A.7 Miscellaneous indicators
  • B The two-step factor estimator by Forni et al. (2005)
  • C Subsample results
  • D Single- and double-indicator MIDAS