14-152/III - Combined Density Nowcasting in an Uncertain Economic Environment

• Authors
  Knut Are Aastveit, Norges Bank, Norway; Francesco Ravazzolo, Norges Bank, BI Norwegian Business School, Norway; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands
• Publication date
  December 9, 2014

• Keywords
  Density forecast combination; Survey forecast; Bayesian Filtering; Sequential Monte Carlo Nowcasting, Real-time Data
• JEL
  C11, C13, C32, C53, E37