Browsing Norges Banks vitenarkiv by Subject "macroeconomic forecasting"
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Forecasting Macroeconomic Variables Using Disaggregate Survey Data
(Working Papers;4/2011, Working paper, 2011)We assess the forecast ability of Norges Bank’s regional survey for inflation, GDP growth and the unemployment rate in Norway. We propose several factor models based on regional and sectoral information given by the survey. ... -
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
(Working Paper;2/2019, Working paper, 2019)We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, ...