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Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne; Franses, Philip Hans - 2010
predictive power of disagreement amongst forecasters. The premise is that this variable could signal upcoming structural or … variety of macroeconomic variables, and we use different measurements for the degree of disagreement, together with measures … compared on forecast accuracy. We find that disagreement has predictive power indeed and that this variable can be used to …
Persistent link: https://www.econbiz.de/10011381819
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Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne; Franses, Philip Hans - In: Journal of forecasting 34 (2015) 4, pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
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Conditional macroeconomic forecasts : disagreement, revisions and forecast errors
Glas, Alexander; Heinisch, Katja - 2021
Using data from the European Central Bank's Survey of Professional Forecasters, we analyse the role of ex-ante conditioning variables for macroeconomic forecasts. In particular, we test to which extent the heterogeneity, updating and ex-post performance of predictions for inflation, real GDP...
Persistent link: https://www.econbiz.de/10012521621
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2016
Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available information. We explore several new forecasting...
Persistent link: https://www.econbiz.de/10011429580
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available information. We explore a range of new forecasting...
Persistent link: https://www.econbiz.de/10010464683
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Disagreement among forecasters in G7 countries
Dovern, Jonas; Fritsche, Ulrich; Slacalek, Jirka - 2009
disagreement (crosssectional dispersion of forecasts) about six key economic indicators. Disagreement about real variables (GDP …, consumption, investment and unemployment) has a distinct dynamic from disagreement about nominal variables (inflation and interest … rate). Disagreement about real variables intensifies strongly during recessions, including the current one (by about 40 …
Persistent link: https://www.econbiz.de/10010425866
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Using survey information for improving the density nowcasting of US GDP with a focus on predictive performance during Covid-19 pandemic
Çakmaklı, Cem; Demircan, Hamza - 2020
We provide a methodology that efficiently combines the statistical models of nowcasting with the survey information for improving the (density) nowcasting of US real GDP. Specifically, we use the conventional dynamic factor model together with a stochastic volatility component as the baseline...
Persistent link: https://www.econbiz.de/10012295853
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Measuring China's stock market sentiment
Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019
scores, and the textual disagreement index is constructed as their dispersion. These textual measures allow us to test a … are more differences of opinion, as measured by our textual disagreement. Based on a massive textual dataset, our analysis …-attention and disagreement models …
Persistent link: https://www.econbiz.de/10012125620
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Heterogeneous expectations among professional forecasters
Conrad, Christian; Lahiri, Kajal - 2023
heterogeneity in perceptions of the precision of new signals drive disagreement among professional forecasters. While the level of … disagreement varies over the business cycle, differences in beliefs persist over time. …
Persistent link: https://www.econbiz.de/10014472058
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A generalized logistic function and its applications
Rządkowski, Grzegorz; Sobczak, Lidia - In: Foundations of Management : the journal of Warsaw … 12 (2020) 1, pp. 85-92
In the present article, we deal with a generalization of the logistic function. Starting from the Riccati differential equation with constant coefficients, we find its analytical form and describe basic properties. Then we use the generalized logistic function for modeling some economic phenomena.
Persistent link: https://www.econbiz.de/10012490239