Blar i Arbeidsnotater / Working Papers på forfatter "Paulsen, Kenneth Sæterhagen"

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    • 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 ...

    • Conditional Forecasting with DSGE Models - a Conditional Copula Approach 

      Paulsen, Kenneth Sæterhagen (Working Papers;4/2017, Working paper, 2017)
      DSGE models may be misspecified in many dimensions, which can affect their forecasting performance. To correct for these misspecifications we can apply conditional information from other models or judgment. Conditional ...

    • Nowcasting Norwegian household consumption with debit card transaction data 

      Aastveit, Knut Are; Fastbø, Tuva Marie; Granziera, Eleonora; Paulsen, Kenneth Sæterhagen; Torstensen, Kjersti Næss (Working Paper;17/2020, Working paper, 2020)
      We use a novel data set covering all domestic debit card transactions in physical terminals by Norwegian households, to nowcast quarterly Norwegian household consumption. These card payments data are free of sampling errors ...

    • Symbolic Stationarization of Dynamic Equilibrium Models 

      Canova, Fabio; Paulsen, Kenneth Sæterhagen (Working paper;18/2021, Working paper, 2021)
      Dynamic equilibrium models are specified to track time series with unit root-like behavior. Thus, unit roots are typically introduced and the optimality conditions adjusted. This step requires tedious algebra and often ...