This study examines how sell-side analyst’s earnings forecast behavior are influenced by peer analysts’ forecast. Based on uncertainty management theory, we propose that observing the deviation between analysts’ forecast and peers’ forecast will enhance analysts’ perception of...

This paper considers the problem of forecasting inflation in the United States, the euro area and the United Kingdom in the presence of possible structural breaks and changing parameters. We examine a range of moving window techniques that have been proposed in the literature. We extend previous...