smooth_update

xsmooth_future

Vsmooth_future

xfilt

Vfilt

Vfilt_future

VVfilt_future

<p>Matrix that update factors with VAR</p>

Methods and tools for 'forecast' the current state (nowcast) of Brazilian economic time series. It allows extract information in real time, creating a real time data base; estimate relationship between macroeconomic variables via estimation of dynamic factors; forecast time series in previous periods of reference; forecast time series in the current period of reference (nowcasting); recreate a data base simulating the information available in the past for evaluating forecasting models accuracy.  The econometric framework we follow is proposed in Giannone et al. (2008) <doi:10.1016/j.jmoneco.2008.05.010>.

Guilherme Branco Gomes

nowcasting

Nowcasting Analysis and Create Real-Time Data Basis

Pedro Costa Ferreira

Daiane Mattos

smooth_update function

Smooth update — smooth_update

Smooth update

smooth_update: Smooth update

Description

Usage

Arguments