Forecasting in real time (nowcasting) the Brazilian GDP
This is a R package to facilitate the reproducibility of nowcasting in academic researches. The backend functions of this package are based on Giannone et al. (2008) and Banbura et al. (2011) replication files.
The package is in development. Reviews, comments and pull requests are welcome.
github
devtools::install_github('guilbran/nowcasting')
CRAN
install.packages('nowcasting')
Create functions to estimate the importance of news;
Optimize the estimation using other Kalman Filter packages as fkf for instance
Class output to use plot() instead of nowcast.plot().
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