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How informative are the subjective density forecasts of macroeconomists?
Kenny, Geoff; Kostka, Thomas; Masera, Federico - 2011
functions which evaluate the entire predictive densities, including an evaluation of the impact of density features such as … individual density forecast performance. -- density forecasts ; forecast evaluation ; real-time data ; Survey of Professional …
Persistent link: https://www.econbiz.de/10009387222
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Combining the forecasts in the ECB survey of professional forecasters : can anything beat the simple average?
Genre, Véronique; Kenny, Geoff; Meyler, Aidan - 2010
as Bayesian shrinkage. We provide a pseudo real-time out-of-sample performance evaluation of these alternative … bias. - Forecast combination ; forecast evaluation ; data snooping ; real-time data ; Survey of Professional Forecasters …
Persistent link: https://www.econbiz.de/10008771791
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The long-term distribution of expected inflation in the euro area : what has changed since the great recession?
Dovern, Jonas; Kenny, Geoff - Task Force on Low Inflation (LIFT) - 2017
This paper analyses the distribution of long-term inflation expectations in the euro area using individual density forecasts from the ECB Survey of Professional Forecasters. We exploit the panel dimension in this dataset to examine whether this distribution became less stable following the Great...
Persistent link: https://www.econbiz.de/10011636332