Dispersion and uncertainty in density forecasts: Evidence from surveys of professional forecasters

This dissertation studies patterns of dispersion in density forecasts as reported in surveys of professional forecasters. We pay special attention to the role of uncertainty in explaining dispersion in professional forecasters’ density forecasts of real output growth and inflation. We also consider...

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Bibliographic Details
Main Author: LI, You
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Online Access:https://ink.library.smu.edu.sg/etd_coll/148
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1150&context=etd_coll
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Institution: Singapore Management University
Language: English