Real-time forecasting

Real-time forecasting latest publications

June 19, 2012

Real-time forecasting US GDP from small-scale factor models

This paper proposes two refinements to the single-index dynamic factor model developed by Aruoba and Diebold (AD, 2010) to monitor US economic activity in real time
  • Geography Tags
  • USA

June 14, 2011

The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts

This paper uses an extension of the Euro-Sting single-index dynamic factor model to construct short-term forecasts of quarterly GDP growth for the euro area.