Blar i Handelshøyskolen BI på emneord "Density combination"

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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, ...