We nowcast and forecast Austrian economic activity, namely real gross domestic product (GDP), consumption and … autoregressive model according to Ghysels (2016) and mixed data sampling approaches, and compare their forecast and nowcast … data. We are particularly interested in whether explicitly considering different regimes improves the nowcast. Thus we …

economic growth is released with a substantial delay of up to six months. The proposed nowcast estimates effectively narrow …

in-sample and out-of-sample accuracy. In particular, we observe that our GDP growth nowcast closely tracks the recent …