Browsing Arbeidsnotater / Working Papers by Subject "JEL: C13"
Now showing items 1-4 of 4
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Assessment of Credit Risk in the Norwegian Business Sector
(Working Papers;9/1999, Working paper, 1999)In this thesis, I present a model that measures credit risk in the Norwegian business sector, using firm bankruptcy as proxy for credit risk. Probit analysis, a discrete response model, is applied to micro level financial ... -
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
(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 ... -
Combined Density Nowcasting in an Uncertain Economic Environment
(Working Papers;17/2014, Working paper, 2014)We introduce a Combined Density Nowcasting (CDN) approach to Dynamic Factor Models (DFM) that in a coherent way accounts for time-varying uncertainty of several model and data features in order to provide more accurate and ... -
State Space Models with Endogenous Regime Switching (currently unavailable)
(Working Paper;12/2018, Working paper, 2018)