Browsing Norges Banks vitenarkiv by Subject "aggregate forecast"
Now showing items 1-1 of 1
-
Aggregate density forecast of models using disaggregate data - A copula approach
(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 ...