forecasting GDP

In this paper, we investigate the forecasting ability of the yield curve in terms of the
U.S. real GDP cycle. More specifically, within a Machine Learning (ML) framework,
we use data from a variety of short (treasury bills) and long term interest rates (bonds)
for the period from 1976:Q3 to 2011:Q4 in conjunction with the real GDP for the

This paper describes a method for calculating daily real-time estimates of the current state of the US economy. The estimates are computed from data on scheduled US macroeconomic announcements using an econometric model that allows for variable reporting lags, temporal aggregation, and other complications in the data.