Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
Year of publication: |
2006-01
|
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Authors: | Gürkaynak, Refet S. ; Wolfers, Justin |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | density forecasts | disagreement | economic derivatives | expectations | forecasting | macroeconomic surveys | prediction markets | surveys | uncertainty |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5466 |
Classification: | C5 - Econometric Modeling ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; D8 - Information and Uncertainty ; E3 - Prices, Business Fluctuations, and Cycles ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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