Blar i Norges Banks vitenarkiv på emneord "combining forecasts"
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Combining Forecast Densities from VARs with Uncertain Instabilities
(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 ...