Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på emneord "Monetary Policy, Fan charts, DSGE, Zero Lower Bound, Regime-switching, Bayesian Estimation."
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Joint Prediction Bands for Macroeconomic Risk Management
(CAMP Working Paper Series;5/2016, Working paper, 2016)In this paper we address the issue of assessing and communicating the joint probabilities implied by density forecasts from multivariate time series models. We focus our attention in three areas. First, we investigate a ...