Disagreement as a Measure of Uncertainty: A Comment on Bomberger
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Citations
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Cited by:
- Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.
- Kajal Lahiri & Xuguang Sheng, 2010.
"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
- Vuchelen, Jef, 2004. "Consumer sentiment and macroeconomic forecasts," Journal of Economic Psychology, Elsevier, vol. 25(4), pages 493-506, August.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of EBC DP 2011-014)," Other publications TiSEM 2b92a09f-918e-4614-978d-0, Tilburg University, School of Economics and Management.
- Michael P. Clements, 2022. "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 537-568, March.
- Clements, Michael P., 2019.
"Do forecasters target first or later releases of national accounts data?,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1240-1249.
- Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
- Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
- Ilhan Kilic & Faruk Balli, 2024. "Measuring economic country-specific uncertainty in Türkiye," Empirical Economics, Springer, vol. 67(4), pages 1649-1689, October.
- Giordani, Paolo & Soderlind, Paul, 2003.
"Inflation forecast uncertainty,"
European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
- Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
- Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014.
"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Badarinza, Cristian & Gross, Marco, 2011. "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series 1407, European Central Bank.
- Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, University of Reading.
- Pfajfar, D. & Zakelj, B., 2012.
"Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053),"
Discussion Paper
2012-072, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Other publications TiSEM 38fac5ce-fe8f-4b61-a679-f, Tilburg University, School of Economics and Management.
- Clements, Michael P., 2006.
"Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters,"
Economic Research Papers
269742, University of Warwick - Department of Economics.
- Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics.
- Gabriel Caldas Montes & Caio Ferrari Ferreira, 2019. "Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?," International Economics and Economic Policy, Springer, vol. 16(4), pages 649-678, October.
- Joshua Abel & Robert Rich & Joseph Song & Joseph Tracy, 2016.
"The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 533-550, April.
- Robert W. Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
- Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
- Timur Hulagu & Saygin Sahinoz, 2011. "Enflasyon Belirsizligi ve Beklentilerdeki Uyusmazlik," CBT Research Notes in Economics 1104, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Clements, Michael P., 2021.
"Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 634-646.
- Michael P. Clements, 2020. "Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts," ICMA Centre Discussion Papers in Finance icma-dp2020-01, Henley Business School, University of Reading.
- Clements, Michael P., 2008. "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, vol. 24(1), pages 76-86.
- Clements, Michael P., 2008.
"Rounding of probability forecasts : The SPF forecast probabilities of negative output growth,"
The Warwick Economics Research Paper Series (TWERPS)
869, University of Warwick, Department of Economics.
- Clements, Michael P., 2008. "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
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