Blar i Arbeidsnotater / Working Papers på emneord "disaggregates"
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Aggregate density forecast of models using disaggregate data - A copula approach
(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 ... -
Forecast Densities for Economic Aggregates from Disaggregate Ensembles
(Working Papers;2/2010, Working paper, 2010)We propose a methodology for producing forecast densities for economic aggregates based on disaggregate evidence. Our ensemble predictive methodology utilizes a linear mixture of experts framework to combine the forecast ...