Blar i Norges Banks vitenarkiv på forfatter "Mantoan, Giulia"
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Quantile combination : an application to US GDP growth forecasts
Aastveit, Knut Are; ter Ellen, Saskia; Mantoan, Giulia (Working paper;14/2024, Working paper, 2024)We propose an easy-to-implement framework for combining quantile forecasts, applied to forecasting GDP growth. Using quantile regressions, our combination scheme assigns weights to individual forecasts from different ...