Franses, Philip Hans; Legerstee, Legerstee, R. - Faculteit der Economische Wetenschappen, Erasmus … - 2010
predictive power of disagreement amongst forecasters. The premise is that this variable could signal upcoming structural or … variety of macroeconomic variables, and we use different measurements for the degree of disagreement, together with measures … compared on forecast accuracy. We find that disagreement has predictive power indeed and that this variable can be used to …