Uncertainty and dispersion in professional interest rate forecasts: International evidence and theory
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- Cukierman, Alex & Wachtel, Paul, 1982. "Inflationary Expectations: Reply and Further Thoughts on Inflation Uncertainty," American Economic Review, American Economic Association, vol. 72(3), pages 508-512, June.
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More about this item
Keywords
Forecast dispersion; Uncertainty; Variability; Private noisy information; Public information;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G0 - Financial Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2021-06-14 (Macroeconomics)
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