Dovern, Jonas; Fritsche, Ulrich - Fachbereich Sozialökonomie, Universität Hamburg - 2008
survey data that is sampled at a frequency higher than annual and that includes only fixed event forecasts, e.g. expectation … both fixed event and fixed horizon forecasts, to evaluate different methods for extracting the ``fundamental'' component of … forecasts: a moving average transformation of the underlying forecasts and estimation with constant forecast …