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Nowcasting, Dynamic Factor Models, Real-Time Data, Bayesian Methods, Fat Tails
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Bayesian methods, Daily economic index, Dynamic factor models, Fat Tails, Nowcasting, real-time data
Brexit, Exchange Rate Adjustment, growth, productivity, Tradable Sector, Trade, UK Economy
Brexit, small open economy, productivity, tradable sector, UK economy
Commodity financialization, commodity prices, Exchange Rates, monetary policy, small open economy
Bayesian methods, dynamic factor models, long-run growth, mixed frequencies, real-time forecasting
DSGE, full-information model estimation, structural disturbances
Long-run growth, business cycles, productivity, dynamic factor models, real-time data