Now showing items 1-3 of 3

    • Combined Density Nowcasting in an Uncertain Economic Environment 

      Aastveit KA; Ravazzolo F; van Dijkc HK (2017)
      We introduce a Combined Density Nowcasting (CDN) approach to Dynamic Factor Models (DFM) that in a coherent way accounts for time-varying uncertainty of several model and data features in order to provide more accurate and ...
    • Density forecasts with MIDAS models 

      Aastveit KA; Foroni C; Ravazzolo F (2016)
      In this paper we propose a parametric block wild bootstrap approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. First, Monte Carlo simulations show that predictive densities ...
    • Identification and real-time forecasting of Norwegian business cycles 

      Aastveit KA; Jore AS; Ravazzolo F (2016)
      We define and forecast classical business cycle turning points for the Norwegian economy. When defining reference business cycles, we compare a univariate and a multivariate Bry-Boschan approach with univariate Markov-switching ...