Bjørnland, Hilde C.; Gerdrup, Karsten; Jore, Anne Sofie; … - In: The North American Journal of Economics and Finance 22 (2011) 1, pp. 61-76
Abstract We apply a suite of models to produce quasi-real-time density forecasts of Norwegian GDP and inflation, and evaluate different combination and selection methods using the Kullback-Leibler information criterion (KLIC). We use linear and logarithmic opinion pools in conjunction with...
