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Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne; Franses, Philip Hans - 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 …
Persistent link: https://www.econbiz.de/10011381819
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Does Disagreement amongst Forecasters have Predictive Value?
Legerstee, Rianne; Franses, Philip Hans - Tinbergen Instituut - 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 …
Persistent link: https://www.econbiz.de/10011257584
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Does Disagreement amongst Forecasters have Predictive Value?
Legerstee, Rianne; Franses, Philip Hans - Tinbergen Institute - 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 …
Persistent link: https://www.econbiz.de/10008838561
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Does Disagreement amongst Forecasters have Predictive Value?
Legerstee, Rianne; Franses, Philip Hans - 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 …
Persistent link: https://www.econbiz.de/10010326050
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Does Disagreement Amongst Forecasters have Predictive Value?
Legerstee, R.; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 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 …
Persistent link: https://www.econbiz.de/10008646230
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Do Experts' SKU Forecasts improve after Feedback?
Legerstee, Rianne; Franses, Philip Hans - Tinbergen Instituut - 2011
See also the article with the same title in the 'Journal of Forecasting' (2013), 33, 69-79.<P> We analyze the behavior of experts who quote forecasts for monthly SKU-level sales data where we compare data before and after the moment that experts received different kinds of feedback on their...</p>
Persistent link: https://www.econbiz.de/10011255606
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Estimating Loss Functions of Experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - Tinbergen Instituut - 2011
We propose a new and simple methodology to estimate the loss function associated with experts' forecasts. Under the assumption of conditional normality of the data and the forecast distribution, the asymmetry parameter of the lin-lin and linex loss function can easily be estimated using a linear...
Persistent link: https://www.econbiz.de/10011257050
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Do Experts incorporate Statistical Model Forecasts and should they?
Legerstee, Rianne; Franses, Philip Hans; Paap, Richard - Tinbergen Instituut - 2011
Experts can rely on statistical model forecasts when creating their own forecasts. Usually it is not known what experts actually do. In this paper we focus on three questions, which we try to answer given the availability of expert forecasts and model forecasts. First, is the expert forecast...
Persistent link: https://www.econbiz.de/10011257244
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Do Experts incorporate Statistical Model Forecasts and should they?
Legerstee, Rianne; Franses, Philip Hans; Paap, Richard - Tinbergen Institute - 2011
Experts can rely on statistical model forecasts when creating their own forecasts. Usually it is not known what experts actually do. In this paper we focus on three questions, which we try to answer given the availability of expert forecasts and model forecasts. First, is the expert forecast...
Persistent link: https://www.econbiz.de/10009321847
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Do Experts' SKU Forecasts improve after Feedback?
Legerstee, Rianne; Franses, Philip Hans - Tinbergen Institute - 2011
We analyze the behavior of experts who quote forecasts for monthly SKU-level sales data where we compare data before and after the moment that experts received different kinds of feedback on their behavior. We have data for 21 experts located in as many countries who make SKU-level forecasts for...
Persistent link: https://www.econbiz.de/10009322996