Nowcasting GDP using Mixed-Data Sampling Models

[ivanpanin]

Hey guys,

I have been working on nowcasing (forecasting) the quarterly GDP of Germany. I decided to use two mixed-frequency data models: bridge equations and MIDAS.
I have gathered monthly indicators of the business activity in order to do the estimation. Basically, I want to estimate quarterly GDP 1 horizon ahead.
Can you help me a little bit on how I should approach the problem on EViews.
What I think is that I should estimate quarterly GDP on each indicator and then somehow combine the estimations.

I would really appreciate any tips or suggestions.

Regards,
Ivan