The role of macroeconomic, policy, and forecaster uncertainty in forecast dispersion
We explore the role of uncertainty in explaining dispersion in professional forecasters’ density forecasts of real output growth and inflation. We consider three separate notions of uncertainty: general macroeconomic uncertainty (the fact that macroeconomic variables are easier to forecast at some t...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2134 https://ink.library.smu.edu.sg/context/soe_research/article/3134/viewcontent/Disagreement_v0_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |