forecasting stock returns, especially in emerging markets, and in predicting standard indicators of international business …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …

monthly. The nowcasting literature has been focused on GDP, typically using monthly indicators in order to produce an accurate …

forecasting power of these models for the Japanese economy. In this paper, we aim at assessing the relative performance of factor … Japanese GDP and its subcomponents, using 38 data series (including daily, monthly and quarterly variables) over the period … 1991 to 2010. Overall, we find that factor models perform well at tracking GDP movements and anticipating turning points …

forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …

experiment and we apply it to nowcasting and backdating of euro area GDP. …

This paper derives forecasts for euro area real GDP growth based on a bottom up approach from the production side. That … is, GDP is forecast via the forecasts of value added across the different branches of activity, which is quite new in the … indicators are used to bridge the gap of missing GDP data. The process of selecting the best performing equations is accomplished …