Real-time forecasting |

Real-time forecasting latest publications

Test 1- Spain | Coincident indicator model for housing prices

At BBVA we introduced a new indicator built with Big Data, based on the appraisals used in the bank's regular activity, to strengthen price monitoring in the sector. In addition, we built a set of models to improve estimates in real time.

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

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.