Gallo, Giampiero M.; Granger, Clive W.J.; Jeon, Yongil - Department of Economics, University of California-San … - 1999
We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...