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Heterogeneous expectations among professional forecasters

Conrad, Christian; Lahiri, Kajal - 2023

evidence based on the ZEW Financial Market Survey, covering the behavior of expectations heterogeneity during the recent surge …Macroeconomic expectations of various economic agents are characterized by substantial cross-sectional heterogeneity …. In this paper, we focus on expectations heterogeneity among professional forecasters. We first present stylized facts and …

Persistent link: https://www.econbiz.de/10014472058

The Nordhaus test with many zeros

Lahiri, Kajal; Zhao, Yongchen - In: Economics letters 193 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509104

Comments on "Forecasting economic and financial variables with global VARs"

Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692

Persistent link: https://www.econbiz.de/10003921317

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

International Propagation of Shocks : A Dynamic Factor Model Using Survey Forecasts

Lahiri, Kajal - 2018

This paper studies the pathways for the propagation of shocks across G7 and major Asia-Pacific countries using multi-horizon forecasts of real GDP growth from 1995 to 2017. We show that if the forecasts are efficient in the long run, results obtained using the forecasts are comparable to those...

Persistent link: https://www.econbiz.de/10012911318