The factor structure of disagreement

Edward Herbst and Fabian Winkler

Year of publication:	June 2021
Authors:	Herbst, Edward P. ; Winkler, Fabian
Publisher:	Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Disagreement \| Forecast Dispersion \| Heterogeneous Expectations \| Noisy In-formation \| Dynamic Factor Model \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Faktorenanalyse \| Factor analysis \| Erwartungsbildung \| Expectation formation \| Volatilität \| Volatility \| Prognose \| Forecast \| CAPM

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