Blar i Norges Banks vitenarkiv på emneord "inflation forecasting"

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    • Combining Inflation Density Forecasts 

      Kascha, Christian; Ravazzolo, Francesco (Working Papers;22/2008, Working paper, 2008)
      In this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of Kullback-Leibler divergence. In particular, we apply a similar suite of models to four different data sets ...

    • Real-Time Inflation Forecasting in a Changing World 

      Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco (Working Papers;16/2009, Working paper, 2009)
      This paper revisits inflation forecasting using reduced form Phillips curve forecasts, i.e., inflation forecasts using activity and expectations variables. We propose a Phillips curve-type model that results from averaging ...