Model suites

Real Growth Models

GDP Nowcasting

Our flagship nowcasting models generate predictions for quarter-on-quarter and year-on-year real GDP growth for 34 major economies, updated continuously as new data arrives.

For each country, the model generates predictions for GDP growth in the previous, current and next quarter – the 'backcast', 'nowcast' and 'forecast'. These models also generate predictions for some monthly series such as employment, industrial production and the PMIs. In addition, the models are used to generate a surprise index (the NSI) and an economic activity indicator (the NCI).

  • 34 countries covering 85%+ of world GDP
  • QoQ and YoY growth predictions
  • Rolling quarter indicators
  • Data release impact analysis

Inflation Models

CPI Nowcasting

Our inflation nowcasting models predict monthly headline CPI inflation (YoY%) for 17 major economies, incorporating high-frequency price data to deliver accurate near-term predictions.

The models track how predictions evolve as new data releases arrive, allowing you to see inflation dynamics unfold in real time before official figures are published.

  • 17 countries including US, Euro area, UK, China, Japan
  • Monthly headline CPI predictions
  • Evolution of predictions over time
  • Daily, weekly and monthly input data

Yield Curve Model

Interest Rate Forecasting

Our yield curve model integrates real-time macroeconomic information with traditional yield-curve factors to improve predictions of Treasury yields across maturities.

The model generates forecasts at multiple horizons – 1 week, 1 month, 3 months, and 6 months – for the entire yield curve from 3 months to 30 years maturity.

  • US Treasury yield curve (more markets coming soon)
  • Level, slope, and curvature factors
  • Multiple forecast horizons
  • Macroeconomic factor integration

"Now-Casting extracts the signal from the macroeconomic data flow"

Key features

Real-Time Updates

All indicators updated within minutes when new economic data is published. Available as end-of-day or intra-day series.

Data Release Impact

See exactly how each data release affects the predictions – a quantified way of reading the economic newsflow.

Multi-Frequency Inputs

Models incorporate daily, weekly, monthly and quarterly data series, all from publicly available macroeconomic sources.

Point-in-Time History

Full historical archive of every series showing what was known at each point in time – essential for backtesting and research.

Indicators published

Beyond GDP, CPI and yield curve predictions, our platform delivers nowcasts for a comprehensive range of macroeconomic variables and surveys.

Public Series Predictions

  • GDP
  • CPI / Inflation
  • Industrial Production
  • Retail Sales
  • Imports & Exports
  • Employment, etc.

Now-Casting Proprietary Indexes

  • Economic activity indicator – the Now-Casting Index (NCI)
  • Model-based surprise indicator – the Now-Casting Surprise Index (NSI)

Yield Curve

  • 3M to 30Y Treasury yields
  • Level factor
  • Slope factor
  • Curvature factor
  • 1W to 6M forecast horizons

Why Now-Casting

1

Pioneer Credentials

Our founders were the academic researchers who first developed nowcasting models, and they remain among the foremost academics in time series econometrics. The methodology is documented in papers published in leading, peer-reviewed academic journals and has been adopted by central banks worldwide.

2

Longest Track Record

Now-Casting Economics has been publishing nowcasting indicators continuously since 2011 – longer than anyone else. We have a full, point-in-time history of every series we publish.

3

Proven Performance

Our models' forecast errors compare favourably with statistical benchmarks, other models, and institutional forecasters. The outputs have been used to drive value-adding portfolio management algorithms.

4

Trusted by Professionals

Our clients include large macro hedge funds and blue chip institutional investors. The renewal rate among existing clients is very high (95%+), reflecting the value our data delivers.