• A statistical analysis of Norges Bank’s forecasts 

      Hagelund, Kåre; Husabø, Eilert (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 

      Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar (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 

      Bjørnland, Hilde C.; Gerdrup, Karsten R.; Smith, Christie; Jore, Anne Sofie; Thorsrud, Leif Anders (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 ...