Blar i Norges Banks vitenarkiv på forfatter "Fastbø, Tuva Marie"
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Aggregate density forecast of models using disaggregate data - A copula approach
Paulsen, Kenneth Sæterhagen; Fastbø, Tuva Marie; Ingebrigtsen, Tobias (Working paper;5/2022, Working paper, 2022)We propose a novel copula approach to producing density forecasts of economic aggregates combining models using disaggregate data. Our copula approach is more flexible compared to existing techniques, because it is applicable ... -
Nowcasting Norwegian household consumption with debit card transaction data
Aastveit, Knut Are; Fastbø, Tuva Marie; Granziera, Eleonora; Paulsen, Kenneth Sæterhagen; Torstensen, Kjersti Næss (Working Paper;17/2020, Working paper, 2020)We use a novel data set covering all domestic debit card transactions in physical terminals by Norwegian households, to nowcast quarterly Norwegian household consumption. These card payments data are free of sampling errors ...