Blar i Norges Banks vitenarkiv på emneord "model combination"

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    • Evaluating Ensemble Density Combination - Forecasting GDP and Inflation 

      Gerdrup, Karsten R.; Jore, Anne Sofie; Smith, Christie; Thorsrud, Leif Anders (Working Papers;19/2009, Working paper, 2009)
      Forecast combination has become popular in central banks as a means to improve forecasts and to alleviate the risk of selecting poor models. However, if a model suite is populated with many similar models, then the weight ...

    • 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 ...