Blar i BI Open på forfatter "Gerdrup, Karsten R."
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Nowcasting GDP in real time: a density combination approach
Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; Thorsrud, Leif Anders (Journal article; Peer reviewed, 2014)In this paper, we use U.S. real-time data to produce combined density nowcasts of quarterly GDP growth, using a system of three commonly used model classes. We update the density nowcast for every new data release ... -
Nowcasting GDP in Real-Time: A Density Combination Approach
Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; Thorsrud, Leif Anders (CAMP Working Paper Series;1/2011, Working paper, 2011)In this paper we use U.S. real-time vintage data and produce combined density nowcasts for quarterly GDP growth from a system of three commonly used model classes. The density nowcasts are combined in two steps. First, ...