Bjørnland, Hilde C.; Gerdrup, Karsten R.; Jore, Anne Sofie - 2012
We develop a system that provides model‐based forecasts for inflation in Norway. We recursively evaluate quasi out‐of‐sample forecasts from a large suite of models from 1999 to 2009. The performance of the models are then used to derive quasi real time weights that are used to combine the...