 | Nowcasting GDP - A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies Author/Editor: Jean-Francois Dauphin, Kamil Dybczak, Morgan Maneely, Marzie Taheri Sanjani, Nujin Suphaphiphat, Yifei Wang, Hanqi Zhang. Release Date:March, 2022 This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search more...
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