Liebermann, Joelle - In: Oxford Bulletin of Economics and Statistics 76 (2014) 6, pp. 783-811
type="main" xml:id="obes12047-abs-0001" <title type="main">Abstract</title> <p>We perform a fully real-time nowcasting (forecasting) exercise of US GDP growth using Giannone et al.'s (2008) factor model framework. To this end, we have constructed a real-time database of vintages from 1997 to 2010 for a panel of variables,...</p>
