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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Bibliographic Details
Main Authors: LI, You, TAY, Anthony S.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
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Online Access: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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Institution: Singapore Management University
Language: English