Nuevos métodos para estimaciones oportunas: predicción del crecimiento del PIB de la zona del euro mediante regresión cuantil. Edición 2020
New methods for timely estimates: Nowcasting euro area GDP growth using quantile regression — 2020 edition
In this paper we are discussing the possibility of using quantile regression models to provide nowcasting and short-term forecasts for macroeconomic variables. The method is then applied to produce density nowcasting of euro area and GDP comparing them with the results obtained by using a combination density approach. [+]