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We take the standard dynamic factor model for euro area real GDP growth nowcasting and test how adding several extensions improves forecasting precision. We expand the model's information set with high frequency alternative data and amend how some of the traditional variables are considered. Subsequently, we enrich the factors structure with blocks for soft data, labour and financial markets, real-time data and the supply side of the economy. As a result, our enriched nowcast has accuratelydoi:10.17863/cam.62843 fatcat:ewx2kp2hingiza26tczeyisisi