Browsing Staff Memo by Subject "density combination"
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Short-Term Forecasting of GDP and Inflation in Real-Time : Norges Bank’s System for Averaging Models
(Staff Memo;9/2011, Working paper, 2011)In this paper we describe Norges Bank's system for averaging models (SAM) which produces model-based density forecasts for Norwegian Mainland GDP and inflation. We combine the forecasts from three main types of models ...