Webinar Combining density forecasts of inflation by minimizing the Continuous Rank Probability Score (CRPS)

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Webinar Combining density forecasts of inflation by minimizing the Continuous Rank Probability Score (CRPS) organized jointly by the International Department and Economic Analysis and Research Department took place on 28 October 2021.

During the sessions the NBP’s expert combined theoretical lectures on topics such as: Continuous Rank Probability Score (CRPS) for the mixture of predictive distributions, equal weights versus time-varying weights based on minimizing the CRPS, optimal combining using Mathematica with practical session on experiment for inflation predictive densities used in NBP.

Narodowy Bank Polski would like to thank all guests for active participation and the expert for his valuable contribution.