This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...

Abstract This paper reports a broad study using epidemic-related counting data of COVID-19 disease caused by the novel coronavirus (SARS-CoV-2). The considered dataset refers to 119 countries’ daily counts of reported cases and deaths in a fixed period. For the data analysis, it has been...