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Empirical · Model class
High-frequency reads of the current quarter from incoming releases -- designed to update as new data lands rather than wait for the official print.
What this class is for
Use this class when you need a current-quarter read that updates with each new monthly or weekly indicator instead of waiting for the GDP print.
Models in this class
Each model below has its own reference page with overview, graph, proof, and comparison material.
Simple regressions that bridge from monthly indicators to a quarterly target like GDP, refreshed as each indicator lands.
Best for: A transparent first-pass nowcast of a quarterly series from a small set of monthly indicators.
Extracts a small number of latent factors from many macro indicators and lets those factors drive a current-quarter read.
Best for: Nowcasting from a wide indicator panel where many series carry overlapping signal about the same underlying macro state.
Mixed-data sampling regressions that handle indicators arriving at different frequencies inside a single forecasting equation.
Best for: Combining monthly, weekly, or daily indicators into one forecasting equation for a lower-frequency macro target.