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Maćkowiak, Bartosz; Matějka, Filip; Wiederholt, Mirko - 2017

Dynamic rational inattention problems used to be difficult to solve. This paper provides simple, analytical results for dynamic rational inattention problems. We start from the benchmark rational inattention problem. An agent tracks a variable of interest that follows a Gaussian process. The...

Persistent link: https://www.econbiz.de/10011636897

Rational inattention in the frequency domain

Jurado, Kyle - In: Journal of economic theory 208 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014390487

Macroeconomic news and market reaction : surprise indexes meet nowcasting

Caruso, Alberto - In: International journal of forecasting 35 (2019) 4, pp. 1725-1734

Persistent link: https://www.econbiz.de/10012305522

Using time-stamped survey responses to measure expectations at a daily frequency

Mokinski, Frieder - In: International journal of forecasting 32 (2016) 2, pp. 271-282

Persistent link: https://www.econbiz.de/10011596746

The development of corporate real estate asset management in New Zealand

McDonagh, John - In: Journal of Corporate Real Estate 10 (2008) 3, pp. 183-195

involving surveys of organizations in New Zealand. These were spread over a 14 year time period and led to the opportunity to …

Persistent link: https://www.econbiz.de/10014851881

Option data, missing tails, and the intraday variation of implied moments

Ivanovas, Anselm - 2015

investors. The moments of this distribution condense important characteristics of these expectations into just a few key figures …'s expectations) evolve over time. It covers three parts. An analysis of the data, an analysis of a correction method if insufficient …

Persistent link: https://www.econbiz.de/10010510195

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …

Persistent link: https://www.econbiz.de/10011532311

Forecast performance, disagreement, and heterogeneous Signal-to-Noise ratios

Dovern, Jonas; Hartmann, Matthias - 2016

We propose an imperfect information model for the expectations of macroeconomic forecasters that explains differences … correlation. Evidence based on data from the Surveys of Professional Forecasters for the US and for the Euro Area supports the …

Persistent link: https://www.econbiz.de/10011453115

Learning from Lucas

Sargent, Thomas J. - In: Journal of economic methodology 29 (2022) 1, pp. 17-29

Persistent link: https://www.econbiz.de/10013170084

The expectational effects of news in business cycles : evidence from forecast data

Miyamoto, Wataru; Nguyen, Thuy Lan - In: Journal of monetary economics 116 (2020), pp. 184-200

Persistent link: https://www.econbiz.de/10012495170

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