Blar i Norges Banks vitenarkiv på emneord "combining forecasts"

Viser treff 1-1 av 1

    • Combining Forecast Densities from VARs with Uncertain Instabilities 

      Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. (Working Papers;1/2008, Working paper, 2008)
      Clark and McCracken (2008) argue that combining real-time point forecasts from VARs of output, prices and interest rates improves point forecast accuracy in the presence of uncertain model instabilities. In this paper, we ...