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Macro Modelling with Many Models
Bache, Ida Wolden; Mitchell, James; Ravazzolo, Francesco; … - 2009
from the weather forecasting literature known as `ensemble modelling'. In this approach, uncertainty about model … provide two examples of this modelling strategy: (i) forecasting inflation with a disaggregate ensemble; and (ii) forecasting …
Persistent link: https://www.econbiz.de/10012143720
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Macro modelling with many models
Bache, Ida Wolden; Mitchell, James; Ravazzolo, Francesco; … - Norges Bank - 2009
from the weather forecasting literature known as `ensemble modelling'. In this approach, uncertainty about model … provide two examples of this modelling strategy: (i) forecasting inflation with a disaggregate ensemble; and (ii) forecasting …
Persistent link: https://www.econbiz.de/10004976646
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The evolution of forecast density combinations in economics
Aastveit, Knut Are; Mitchell, James; Ravazzolo, Francesco; … - 2018
Increasingly, professional forecasters and academic researchers present model-based and subjective or judgment-based forecasts in economics which are accompanied by some measure of uncertainty. In its most complete form this measure is a probability density function for future values of the...
Persistent link: https://www.econbiz.de/10011895935
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Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are; Ravazzolo, Francesco; van Dijk, … - 2014
incompleteness during recent recessions. Focusing on the tails, CDN delivers probabilities of negative growth, that provide good … signals for calling recessions and ending economic slumps in real time. …
Persistent link: https://www.econbiz.de/10010491381
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Forecast Densities for Economic Aggregates from Disaggregate Ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
-varying parameter specification in density forecasting. …
Persistent link: https://www.econbiz.de/10012143736
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Forecasting Recessions in Real Time
Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - 2014
provides the most reasonable definition of business cycles. The forecasting exercise, where the models are augmented with …
Persistent link: https://www.econbiz.de/10012143840
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Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are; Ravazzolo, Francesco; van Dijk, … - 2014
during recent recessions. Focusing on the tails, CDN delivers probabilities of negative growth, that provide good signals for … calling recessions and ending economic slumps in real time. …
Persistent link: https://www.econbiz.de/10012143855
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Identification and Real-Time Forecasting of Norwegian Business Cycles
Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - 2015
-of-sample forecasting exercise, focusing on the last recession, we show that univariate Markov-switching models applied to surveys and a …
Persistent link: https://www.econbiz.de/10012143865
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Combining Bayesian VARs with survey density forecasts: Does it pay off?
Ba´nbura, Marta; Brenna, Federica; Paredes, Joan; … - 2021
) specifications and survey forecasts by optimally exploiting their properties. To do that, it compares the forecasting performance of …-term forecast horizons using both univariate and multivariate forecasting metrics. Results show that the Survey of Professional …
Persistent link: https://www.econbiz.de/10012515464
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Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - 2014
incompleteness during recent recessions. Focusing on the tails, CDN delivers probabilities of negative growth, that provide good … signals for calling recessions and ending economic slumps in real time. …
Persistent link: https://www.econbiz.de/10010465155