Results 21 to 30 of about 2,208 (266)
Differential Interpretation in the Survey of Professional Forecasters
, 2011 In this paper we estimate a simple Bayesian learning model to expectations data from the Survey of Professional Forecasters. We reformulate the model in terms of forecast revisions, which allows to abstract from differences in priors and to focus the ...
S. Manzan
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Internal Consistency of Survey Respondents' Forecasts: Evidence Based on the Survey of Professional Forecasters* [PDF]
, 2009 Michael P. Clements
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Inflation and Valuation Practice: German Evidence
Schmalenbach Journal of Business Research, 2023 The objective of our paper is to analyze, how valuation practice deals with inflation especially for the terminal value, and how company value is influenced by assumptions set by practitioners.
Andreas Schüler, Sebastian Wünsche
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Economía, 2016 We introduce a novel real-time database for the Mexican economy and propose a small-scale mixed-frequency dynamic factor model for nowcasting Mexico’s short-term GDP growth in real-time.
Marcelo Delajara +2 more
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The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters [PDF]
SSRN Electronic Journal, 2012 We use matched point and density forecasts of output growth and inflation from the ECB Survey of Professional Forecasters to derive measures of forecast uncertainty, forecast dispersion, and forecast accuracy. We construct uncertainty measures from aggregate density functions as well as from individual histograms.
Robert W. Rich +2 more
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Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters [PDF]
, 1999 Abstract Economic decision makers routinely rely on forecasts to assist their decisions. Until recently, most forecasts were provided only in the form of point forecasts, although forecasters sometimes attached measures of uncertainty, such as standard errors or mean absolute errors, to their forecasts. Recently, the trend has been to
Diebold, Francis X. +2 more
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Social Sciences, 2014 As the future movements of financial time series like the European Central Bank’s benchmark rate are exposed to uncertainty, financial market participants regularly have to rely on professional analysts’ forecasts.
Frederik Kunze, Mario Gruppe
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How to Deal with Missing Observations in Surveys of Professional Forecasters
SSRN Electronic Journal, 2023 ABSTRACTSurvey forecasts are prone to entry and exit of forecasters as well as forecasters not contributing every period leading to gaps. These gaps make it difficult to compare individual forecasters to each other and raises the question of how to deal with the missing observations.
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Cogent Economics & Finance, 2019 This study focuses on the consensus forecasts from the Survey of Professional Forecasters (SPF) for 1993–2017. These include the SPF forecasts of US 10-year Treasury rate (TBR), Moody’s Aaa corporate bond rate (Aaa), CPI inflation, and real GDP growth ...
Hamid Baghestani
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Real-time data for estimating a forward-looking interest rate rule of the ECB
Data in Brief, 2017 The purpose of the data presented in this article is to use it in ex post estimations of interest rate decisions by the European Central Bank (ECB), as it is done by Bletzinger and Wieland (2017) [1]. The data is of quarterly frequency from 1999 Q1 until
Tilman Bletzinger, Volker Wieland
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