Tracking the mutant: Forecasting and nowcasting COVID-19 in the UK in 2021

Publication date: 23 Jun 2021 | Publication type: National Institute Economic Review | NIESR Author(s): Harvey, A; Thamotheram, C | External Author(s): Kattuman, P | JEL Classification: C22; C32 | Journal: National Institute Economic Review Issue 256 | Publisher: Cambridge University Press

A new class of time series models is used to track the progress of the COVID-19 epidemic in the UK in early 2021. Models are fitted to England and the regions, as well as to the UK as a whole. The growth rate of the daily number of cases and the instantaneous reproduction number are computed regularly and compared with those produced by SAGE. The results from figures published each day are compared with results based on figures by specimen date, which may be more accurate but are subject to substantial revisions. It is then shown how data from the two different sources can be combined in bivariate models.

Keyword tags: 
data revisions
Kalman filter
reproduction number (R)
state-space model