RePEcEconometrics & Forecasting
Bells and Whistles of Nowcasting Models: Which Matter and When?
Testing eight model features on US GDP forecasts, the study finds dynamic heterogeneity consistently improves point, density, and tail forecasts while other features help selectively.
Featured in No. 136 on 23 Oct 2026 · 11 days after release
- Released
- 12 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:fip:fedgfe:103878
- Authors
- Freddy García-Albán and Manuel González-Astudillo
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).