Browsing Norges Banks vitenarkiv by Subject "fan charts"

Now showing items 1-3 of 3

    • Forecast Uncertainty in the Neighborhood of the Effective Lower Bound: How Much Asymmetry Should We Expect? 

      Binning, Andrew; Maih, Junior (Working Papers;13/2016, Working paper, 2016)
      The lower bound on interest rates has restricted the impact of conventional monetary policies over recent years and could continue to do so in the near future, with the decline in natural real rates not predicted to reverse ...

    • Joint Prediction Bands for Macroeconomic Risk Management 

      Akram, Q. Farooq; Binning, Andrew; Maih, Junior (Working Papers;7/2016, Working paper, 2016)
      In this paper we address the issue of assessing and communicating the joint probabilities implied by density forecasts from multivariate time series models. We focus our attention in three areas. First, we investigate a ...

    • Quantifying macroeconomic uncertainty in Norway 

      Bowe, Frida; Kirkeby, Sara J.; Lindalen, Ingvild H.; Matsen, Kristine A.; Meyer, Sara S.; Robstad, Ørjan (Staff Memo;13/2023, Working paper, 2023)
      This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices in Norway. The framework combines quantile regressions using a broad set of uncertainty indicators with ...