Three Essays on the Econometrics of Survey Expectations Data

Frieder Mokinski

This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data provide information that is otherwise unavailable, e.g. the economic expectations of professional forecasters or firms' hiring, investment and production activities. This thesis contributes to the relevant literature by considering novel aspects in the measurement of expectations, and by proposing a new approach to exploit survey expectations data in forecasting.

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Year of publication:	2014
Authors:	Mokinski, Frieder
Publisher:	Konstanz : Univ.
Subject:	Survey forecasts \| State space models \| Kalman Filter \| Time series \| Bayesian inference \| VAR \| forecasting \| Qualitative data \| Quantification method \| Befragung \| Interview \| Zustandsraummodell \| State space model \| Zeitreihenanalyse \| Time series analysis \| Bayes-Statistik \| VAR-Modell \| VAR model \| Datenqualität \| Data quality \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Ökonometrie