Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "density forecast"

Viser treff 1-3 av 3

    • Aggregate density forecast of models using disaggregate data - A copula approach 

      Paulsen, Kenneth Sæterhagen; Fastbø, Tuva Marie; Ingebrigtsen, Tobias (Working paper;5/2022, Working paper, 2022)
      We propose a novel copula approach to producing density forecasts of economic aggregates combining models using disaggregate data. Our copula approach is more flexible compared to existing techniques, because it is applicable ...

    • Bayesian Nonparametric Calibration and Combination of Predictive Distributions 

      Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco (Working Papers;3/2015, Working paper, 2015)
      We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination ...

    • 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 ...