У статті представлено систему для прогнозування поточного значення (наукастингу) квартального ВВП України. Ця система базується на використанні випереджальних індикаторів із різною частотою оприлюднення даних. Ми узагальнюємо інформацію з набору пояснюючих змінних у декілька факторів за допомогою методу головних компонент та оцінюємо доповнену факторами VAR (FAVAR) модель. Розроблена система спроможна враховувати нові дані, які поступово оприлюднюються протягом кварталу, для уточнення наукастів ВВП. Ми також досліджуємо вплив окремих релізів даних на точність прогнозування.
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