Nowcasting in a pandemic using non-parametric mixed frequency vars

HIGHLIGHTS

• who: Florian Huber from the University of Salzburg, Austria have published the article: Nowcasting in a pandemic using non-parametric mixed frequency VARs, in the Journal: (JOURNAL)
• what: The authors investigate the properties of the model and algorithm using various DGPs. The authors compare results from the MF -BAVART specification to a standard linear MF-VAR which is identical in all respects except that it is linear. In the Online Appendix, the authors provide graphs of the nowcasts of both approaches plotted against realized GDP growth for the four countries and three monthly nowcasts within . . .
  

   

  

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