This paper develops a novel approach that leverages the information contained in expectations datasets to derive empirical measures of beliefs regarding economic shocks and their dynamic effects. Utilizing a panel of expectation revisions for a single variable across multiple horizons, we...

This paper develops a novel approach that leverages the information contained in expectations datasets to derive empirical measures of beliefs regarding economic shocks and their dynamic effects. Utilizing a panel of expectation revisions for a single variable across multiple horizons, we...

Basic concepts of grey system theory -- Preprocessing of grey data -- Homogeneous exponential sequence grey prediction model -- Inhomogeneous exponential sequence grey prediction model -- Saturated S-shape sequence grey prediction model -- Multivariable grey prediction model -- Special sequence...