Previous experimental investigations have shown that expectations are not perfectly rational due to bias. Traditional … adaptive models, however, in many cases do not perfectly describe the formation of expectations either. This paper makes two … contributions to the experimental literature on the formation of expectations: First, we investigate whether subjects who have more …

inflation expectations of firms and households. Our results reveal that the link between reporting about inflation and changes … in inflation expectations is time-dependent. During periods of intensive newspaper coverage of inflation developments, a … correlation with inflation expectations emerges that does not exist at other times. Such correlations are evident after the …

the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for …

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

application Insights for Search. The forecasting performance of the new indicator is assessed relative to the two most common … survey-based indicators - the University of Michigan Consumer Sentiment Index and the Conference Board Consumer Confidence … Index. The results show that in almost all conducted in-sample and out-of-sample forecasting experiments the Google …

using Bayesian estimation methods. As forecasting benchmarks we take the Smets-Wouters model (2007) and a VAR model. The …