Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP

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A two-step estimator for large approximate dynamic factor models based on Kalman filtering (2011, methodology): “The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.”
Now-Casting and the Real-time Data Flow (2013, unknown): “How large is large enough is an empirical question and Monte Carlo exercises of Doz, Giannone, and Reichlin (2011) and Doz, Giannone, and Reichlin (2012) show that substantial robustness is achieved already with a handful of variables.”
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects (2014, background): “The use of MDM is common practice in forecasting because it is found to be robust in assessing the significance of observed differences between the performances of two forecasts (Barhoumi et al., 2010).”