Blar i Statistics Norway's Open Research Repository (SNORRe) på emneord "Econometric models"
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Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations
(Discussion Paper;No. 931, Working paper, 2020-05)The paper derives a test for equal predictability of multi-step-ahead system forecasts that is invariant to linear transformations. The test is a multivariate version of the Diebold-Mariano test. An invariant metric for ... -
Predicting the exchange rate path: The importance of using up-to-date observations in the forecasts
(Discussion Paper;No. 934, Working paper, 2020-06)Central banks, private banks, statistical agencies and international organizations such as the IMF and OECD typically use information about the exchange rate some weeks before the publication date as the basis for their ...