This paper explores the usefulness of factor and bootstrap aggregation forecasting in predicting regional GDP in Italy. We use methods designed to target the set of potential predictors. We compute the mean square forecasting error (MSE) by using direct multi-step forecasts for the period 2004-2005. Our standings can be summarized as follows. First, factor and bagging forecasts generally show lower mean square forecasting error than the mean square error of the autoregressive AR(3) model used as a benchmark.