RDP 2024-04: Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator Appendix B: Additional Modelling Results

Luke Hartigan and Tom Rosewall

July 2024

Figure B1: MIDAS Polynomial Weighting Functions
Figure B1 shows a single panel chart with three lines. Each line shows the weight values based on different functional forms. One line declines exponentially, while the other two lines show hump shapes. It highlights how parsimonious the MIDAS model can be.