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Combining forecast densities from VARs with uncertain instabilities

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Author Info
Anne-Sofie Jore () (Norges Bank (Central Bank of Norway))
James Mitchell () (National Institute of Economic and Social Research (NIESR))
Shaun P. Vahey (Norges Bank (Central Bank of Norway) and Reserve Bank of New Zealand)

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Abstract

Clark and McCracken (2008) argue that combining real-time point forecasts from VARs of output, prices and interest rates improves point forecast accuracy in the presence of uncertain model instabilities. In this paper, we generalize their approach to consider forecast density combinations and evaluations. Whereas Clark and McCracken (2008) show that the point forecast errors from particular equal-weight pairwise averages are typically comparable or better than benchmark univariate time series models, we show that neither approach produces accurate real-time forecast densities for recent US data. If greater weight is given to models that allow for the shifts in volatilities associated with the Great Moderation, predictive density accuracy improves substantially.

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Publisher Info
Paper provided by Norges Bank in its series Working Paper with number 2008/01.

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Length: 26 pages
Date of creation: 24 Jan 2008
Date of revision:
Handle: RePEc:bno:worpap:2008_01

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Related research
Keywords: Density forecasts; Uncertainty; Combining forecasts; Evaluating forcasts; VAR models;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
F53 - International Economics - - International Relations and International Political Economy - - - International Agreements and Observance; International Organizations
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation

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This page was last updated on 2009-11-19.


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