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Heterogeneous expectations among professional forecasters
Conrad, Christian; Lahiri, Kajal - 2023
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 … discuss theoretical explanations for heterogeneous expectations. We then provide an overview of the empirical evidence …
Persistent link: https://www.econbiz.de/10014472058
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Survey Data as Coincident or Leading Indicators
Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gian Luigi - Dipartimento del Tesoro, Ministero dell'Economia e …
second survey-based factor, and the short term forecasting performance of the model in a pseudo-real time experiment. We find …. Moreover, the two factor model outperforms in terms of out of sample forecasting accuracy the traditional autoregressive …
Persistent link: https://www.econbiz.de/10005039563
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Posterior-predictive evidence on US inflation using extended Phillips curve models with non-filtered data
Basturk, Nalan; Çakmaklı, Cem; Ceyhan, Pinar; Dijk, … - 2013 - July 2013, revised October 2013
Changing time series properties of US inflation and economic activity, measured as marginal costs, are modeled within a set of extended Phillips Curve (PC) models. It is shown that mechanical removal or modeling of simple low frequency movements in the data may yield poor predictive results...
Persistent link: https://www.econbiz.de/10010199052
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A note on the representative adaptive learning algorithm
Berardi, Michele; Galimberti, Jaqueson K. - 2014
best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …
Persistent link: https://www.econbiz.de/10010420579
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A note on the representative adaptive learning algorithm
Berardi, Michele; Galimberti, Jaqueson K. - 2014
best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …
Persistent link: https://www.econbiz.de/10010344932
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A Note on the Representative Adaptive Learning Algorithm
Galimberti, Jaqueson; Berardi, Michele - KOF Swiss Economic Institute, Department of Management, … - 2014
best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …
Persistent link: https://www.econbiz.de/10010762441
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A note on the representative adaptive learning algorithm
Berardi, Michele; Galimberti, Jaqueson K. - In: Economics Letters 124 (2014) 1, pp. 104-107
best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …
Persistent link: https://www.econbiz.de/10010784969
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Inflation and output growth uncertainty in individual survey expectations : Maritta Paloviita; Matti Viren
Paloviita, Maritta; Virén, Matti E. E. - In: Empirica : journal of european economics 41 (2014) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10010437731
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What's behind the survey values? : an analysis of individualforecasters' behaviour
Paloviita, Maritta; Virén, Matti E. E. - In: Journal of business cycle measurement and analysis : a … (2014) 2, pp. 25-43
Persistent link: https://www.econbiz.de/10011922950
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Inflation and output growth uncertainty in individual survey expectations
Paloviita, Maritta; Viren, Matti - In: Empirica 41 (2014) 1, pp. 69-81
This paper studies uncertainty using the ECB Survey of Professional Forecasters’ data. Both inflation and real GDP growth forecasts at the micro level are considered. Our analysis indicates that individual inflation uncertainty is closely related to output growth uncertainty. Individual...
Persistent link: https://www.econbiz.de/10010868569