input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results …We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an …-studied macroeconomic series, US. real GDP and the unemployment rate. The Autometrics system substantially reduces regression sum of squares …

expeditious response times. In out-of-sample forecasting, the Qual VAR outperforms a probit model. Improved forecasting …

negative impact on the economic variables for the euro area. We also perform a forecasting analysis, where we assess the merits … of uncertainty indicators for forecasting industrial production, employment and the stock market, using different … models including the original financial uncertainty index in terms of forecasting. …

The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into …. The model framework is applied for Greek GDP nowcasting. The results provide evidence that the more accurate nowcasting … estimations require (i) the disaggregation of GDP, (ii) the use of a multilayer mixed-frequency framework, and (iii) the inclusion …

This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices …