Evaluating Ensemble Density Combination - Forecasting GDP and Inflation
Year of publication: |
2009
|
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Authors: | Gerdrup, Karsten R. ; Jore, Anne Sofie ; Smith, Christie ; Thorsrud, Leif Anders |
Publisher: |
Oslo : Norges Bank |
Subject: | forecasting | density combination | model combination | clustering | ensemble density | pits |
Series: | Working Paper ; 2009/19 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-82-7553-524-3 |
Other identifiers: | 616723814 [GVK] hdl:10419/209935 [Handle] hdl:11250/2497622 [Handle] RePEc:bno:worpap:2009_19 [RePEc] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Evaluating ensemble density combination - forecasting GDP and inflation
Gerdrup, Karsten R., (2009)
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Nowcasting GDP in Real-Time: A Density Combination Approach
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Short-Term Forecasting of GDP and Inflation in Real-Time: Norges Bank's System for Averaging Models
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Does Forecast Combination Improve Norges Bank Inflation Forecasts?
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