Kenny, Geoff; Kostka, Thomas; Masera, Federico - In: Empirical Economics 48 (2015) 3, pp. 1203-1231
In this paper, we exploit micro data from the ECB survey of professional forecasters to examine the link between the characteristics of macroeconomic density forecasts (such as their location, spread, skewness, and tail risk) and density forecast performance. Controlling for the effects of...