The role of macroeconomic and policy uncertainty in density forecast dispersion
We explore empirically the role of macroeconomic and policy uncertainty in explaining dispersion in professional forecasters’ density forecasts, and in explaining individual forecaster uncertainty (defined as the uncertainty expressed by individual forecasters in their density forecasts). We focus o...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2021
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2416 https://ink.library.smu.edu.sg/context/soe_research/article/3415/viewcontent/Li_and_Tay_2020_Uncertainty_and_Dispersion.pdf |
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