Browsing Norges Banks vitenarkiv by Subject "evaluation"
Now showing items 1-3 of 3
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A statistical analysis of Norges Bank’s forecasts
(Staff Memo;3/2022, Working paper, 2022)In this paper, we perform a statistical analysis of the forecasting properties of Norges Bank’s macroeconomic forecasts in the period 1998 – 2019. As a part of the analysis we assess Norges Bank’s forecasts against similar ... -
Testing the New Keynesian Phillips Curve
(Working Papers;5/2002, Working paper, 2002)The dynamic properties of the The New Keynesian Phillips curve (NPC) is analysed within the framework of a small system of linear difference equations. We evaluate the empirical results of existing studies which uses ... -
Weights and Pools for a Norwegian Density Combination
(Working Papers;6/2010, Working paper, 2010)We apply a suite of models to produce quasi-real-time density forecasts of Norwegian GDP and inflation, and evaluate different combination and selection methods using the Kullback-Leibler information criterion (KLIC). We ...