Showing 111 - 120 of 437
This paper examines point and density forecasts from the European Central Bank's Survey of Professional Forecasters. We derive individual uncertainty measures along with individual point- and density-based measures of disagreement. We also explore the relationship between uncertainty and...
Persistent link: https://www.econbiz.de/10011604042
This paper examines point and density forecasts of real GDP growth, inflation and unemployment from the European Central Bank’s Survey of Professional Forecasters. We present individual uncertainty measures and introduce individual point- and density-based measures of disagreement. The...
Persistent link: https://www.econbiz.de/10012030040
Persistent link: https://www.econbiz.de/10011949949
Persistent link: https://www.econbiz.de/10012214300
Persistent link: https://www.econbiz.de/10012489846
Persistent link: https://www.econbiz.de/10013332605
Persistent link: https://www.econbiz.de/10013277578
Persistent link: https://www.econbiz.de/10014375158
Persistent link: https://www.econbiz.de/10013375122
Are all forecasters the same? Expectations models incorporating information rigidities typically imply forecasters are interchangeable which predicts an absence of systematic patterns in individual forecast behavior. Motivated by this prediction, we examine the European Central Bank's Survey of...
Persistent link: https://www.econbiz.de/10015080520