Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; Thorsrud, Leif Anders(CAMP Working Paper Series;1/2011, Working paper, 2011)
In this paper we use U.S. real-time vintage data and produce combined density nowcasts
for quarterly GDP growth from a system of three commonly used model classes. The
density nowcasts are combined in two steps. First, ...