Nowcasting GDP and inflation: The real time informational content of macroeconomic data releases

Journal

Journal of Monetary Economics

Subject

Economics

Publishing details

Journal of Monetary Economics 2008 May Vol 55:4 p 665-676

Authors / Editors

Reichlin L; Giannone D; Small D

Biographies

Reichlin L

Publication Year

2008

Keywords

Forecasting, monetary policy, factor model, real time data, large datasets, news