Acknowledgments

We thank an anonymous referee, Todd Clark, Dan Zhu, and participants at the OECD’s Workshop on Time Series Methods for Official Statistics (Paris, September 2019) for helpful comments and conversations. This chapter replaces an earlier 2019 Eurostat working paper by Mazzi and Mitchell entitled “Nowcasting Euro Area GDP Growth Using Quantile Regression.” The views expressed herein are those of the authors and not necessarily those of the Federal Reserve Bank of Cleveland or the Federal Reserve System.