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SRC-c3266ac257822a00 · Source record

Point and Risk estImation using an enSemble of Models for Nowcasting: PRISM-Now

Bank of Korea · 2 connected claims

D03 · Intelligence, Research & Decision Products

Canonical route

https://www.bok.or.kr/portal/bbs/P0002456/view.do?menuNo=500789&nttId=10081181

Claims connected to this source

  1. MWITA-AW-2026-001In Bank of Korea authors' out-of-sample evaluation from 2016 onward, PRISM-Now outperformed comparison ensemble methods based on ex-post information, simple means, or medians.Evidence B
  2. MWITA-AW-2026-002PRISM-Now's evaluation found conventional core-macro models stronger for current-quarter nowcasts when information was nearly complete, while big-data and nonlinear ML models were stronger one quarter ahead when realized information was absent.Evidence B

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