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dc.contributor.authorBjørnland, Hilde C.
dc.contributor.authorGerdrup, Karsten R.
dc.contributor.authorJore, Anne Sofie
dc.contributor.authorSmith, Christie
dc.contributor.authorThorsrud, Leif Anders
dc.date.accessioned2018-05-08T13:03:37Z
dc.date.available2018-05-08T13:03:37Z
dc.date.issued2009
dc.identifier.isbn978-82-7553-482-6
dc.identifier.isbn978-82-7553-483-3
dc.identifier.issn0801-2504
dc.identifier.issn1502-8143
dc.identifier.urihttp://hdl.handle.net/11250/2497644
dc.description.abstractWe develop a system that provides model-based forecasts for inflation in Norway. Forecasts are recursively evaluated from 1999 to 2008. The performance of the models over this period is then used to derive weights that are used to combine the forecasts. Our results indicate that model combination improves upon the point forecasts from individual models. Furthermore, when comparing the whole forecasting period; model combination outperforms Norges Banks own point forecast for inflation at the forecast horizon up to a year. By using a suite of models we allow for a greater range of modelling techniques and data to be used in the forecasting process.nb_NO
dc.language.isoengnb_NO
dc.publisherNorges Banknb_NO
dc.relation.ispartofseriesWorking Papers;1/2009
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.no*
dc.subjectJEL: E52nb_NO
dc.subjectJEL: E37nb_NO
dc.subjectJEL: E47nb_NO
dc.subjectforecastingnb_NO
dc.subjectforecast combinationnb_NO
dc.titleDoes Forecast Combination Improve Norges Bank Inflation Forecasts?nb_NO
dc.typeWorking papernb_NO
dc.description.versionpublishedVersionnb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212nb_NO
dc.source.pagenumber35nb_NO


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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
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