Knüppel, Malte; Schultefrankenfeld, Guido - 2019
Recent research has found that macroeconomic survey forecasts of uncertainty exhibit several deficiencies, such as … horizon-dependent biases and lower accuracy than simple unconditional uncertainty forecasts. We examine the inflation … uncertainty forecasts from the Bank of England, the Banco Central do Brasil, the Magyar Nemzeti Bank and the Sveriges Riksbank to …