Before revision:  In a nowcasting application involving four major countries in the European Union , we find substantial improvements in nowcasting performance relative to a linear mixed frequency VAR . A detailed examination of the predictive densities in the first six months of 2020 shows where these improvements are achieved .
After revision:  In an application involving four major countries in the European Union , we find substantial improvements in nowcasting performance relative to a linear mixed frequency VAR . A detailed examination of the predictive densities in the first six months of 2020 shows where these improvements are achieved .