Now-casting and the real-time data-flow

Subject

Economics

Publishing details

In Elliott G and Timmermann A, Handbook of Economic Forecasting 2013 Vol 2 Part A:4 p 195-237

Authors / Editors

Giannone D; Banbura M; Modugno M; Reichlin L

Biographies

Reichlin L

Publication Year

2013

Keywords

Macroeconomic news; Macroeconomic forecasting; High-dimensional data; Real-time data; Mixed frequency; Dynamic factor model, State-space models