whether the use of disaggregated information increases the forecast accuracy of the aggregate. For this purpose, the out …-ofsample forecasts for the aggregated employment forecast are compared to and contrasted with forecasts based on a vector … employment forecast. Moreover, fluctuation-window tests help identify the phases during which disaggregation increases forecast …

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …

better understand how financial analysts forecast earnings. We focus on forecasts for Real Estate Investment Trusts (REITs … regression analysis finds that the severity of the pandemic increases analysts' forecast error and dispersion. Government … forecast error rises by more, for REITs, when focusing on Hospitality and Industrial properties, and dispersion rises by more …