Similar Search Results

Estimating fundamental cross-section dispersion from fixed event forecasts

Dovern, Jonas (contributor); Fritsche, Ulrich (contributor) - 2008

survey data that is sampled at a frequency higher than annual and that includes only fixed event forecasts, e.g. expectation … mainly reflects the time varying forecast horizon. We use data from the Survey of Professional Forecasters, which reports … to 0:94) with the true dispersion. -- Survey data ; dispersion ; disagreement ; fixed event forecasts …

Persistent link: https://www.econbiz.de/10003726076

Expected inflation, expected stock returns, and money illusion : what can we learn from survey expectations?

Schmeling, Maik (contributor); Schrimpf, Andreas (contributor) - 2008

We show empirically that survey-based measures of expected inflation are significant and strong predictors of future …

Persistent link: https://www.econbiz.de/10003727414

Gruppenvergleiche bei hypothetischen Konstrukten : die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik

Temme, Dirk (contributor); Hildebrandt, Lutz (contributor) - 2008

Comparing groups with respect to hypothetical constructs requires that the measurement models are equal across groups. Otherwise conclusions drawn from the observed indicators regarding differences at the latent level (mean differences, differences in the structural relations) might be severly...