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The Role of Data Revisions and Disagreement in Professional Forecasts
Arnold, Eva A. - Fachbereich Sozialökonomie, Universität Hamburg - 2013
systematically. Though to a lower extent, this relationship is also observable regarding U.S. indicators. Forecasters' disagreement …
Persistent link: https://www.econbiz.de/10010659957
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The role of data revisions and disagreement in professional forecasts
Arnold, Eva A. - Narodowy Bank Polski - 2013
systematically. Though to a lower extent, this relationship is also observable regarding U.S. indicators. Forecasters’ disagreement …
Persistent link: https://www.econbiz.de/10010667395
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The Role of Data Revisions and Disagreement in Professional Forecasts
Arnold, Eva A. - 2013
systematically. Though to a lower extent, this relationship is also observable regarding U.S. indicators. Forecasters' disagreement …
Persistent link: https://www.econbiz.de/10010420856
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The role of data revisions and disagreement in professional forecasts
Arnold, Eva - In: Journal of business cycle measurement and analysis : a … (2015) 2, pp. 71-109
Persistent link: https://www.econbiz.de/10011923224
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The Role of Data Revisions and Disagreement in Professional Forecasts
Arnold, Eva - 2016
systematically. Though to a lower extent, this relationship is also observable regarding U.S. indicators. Forecasters’ disagreement …
Persistent link: https://www.econbiz.de/10014155775
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Heterogeneous expectations among professional forecasters
Conrad, Christian; Lahiri, Kajal - 2023
heterogeneity in perceptions of the precision of new signals drive disagreement among professional forecasters. While the level of … disagreement varies over the business cycle, differences in beliefs persist over time. …
Persistent link: https://www.econbiz.de/10014472058
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Fundamental disagreement about monetary policy and the term structure of interest rates
Cao, Shuo; Crump, Richard K.; Eusepi, Stefano; Mönch, … - 2021 - Revised August 2021
Using a unique data set of individual professional forecasts, we document disagreement about the future path of … monetary policy, particularly at longer horizons. The stark differences in short rate forecasts imply strong disagreement about … the risk-return trade-off of longer-term bonds. Longer-horizon short rate disagreement co-moves with term premiums. We …
Persistent link: https://www.econbiz.de/10012249767
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Noise, Beliefs, and Momentum
Jordan, Steven J. - 2013
We show in a simple framework that momentum trading can exist in equilibrium and momentum trading is profitable. Properties of the model fit the empirics well. First, the model captures in a parsimonious manner both short-term overreaction and long-term reversals. Second, it predicts that...
Persistent link: https://www.econbiz.de/10013089438
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Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?
Rubilar-González, Marco; Pino, Gabriel - In: SERIEs : Journal of the Spanish Economic Association 9 (2018) 2, pp. 141-161
By using the Economic Sentiment Indicator and Autoregressive Markov Switching models, this paper provides an effective tool to identify and characterize expectations of business cycle phases for Germany, Spain, the Euro Area, and the European Union. This information is useful for policy makers...
Persistent link: https://www.econbiz.de/10011865218
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The misspecification of expectations in New Keynesian models : a DSGE-VAR approach
Cole, Stephen J.; Milani, Fabio - 2016
This paper tests the ability of popular New Keynesian models, which are traditionally used to study monetary policy and business cycles, to match the data regarding a key channel for monetary transmission: the dynamic interactions between macroeconomic variables and their corresponding...
Persistent link: https://www.econbiz.de/10011541080