The Factor Structure of Disagreement
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DOI: 10.17016/FEDS.2021.046
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Cited by:
- Clodomiro Ferreira & Stefano Pica, 2023. "Household Perceived Sources of Business Cycle Fluctuations: a Tale of Supply and Demand," Working Papers 287, Red Nacional de Investigadores en Economía (RedNIE).
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More about this item
Keywords
Disagreement; Forecast Dispersion; Heterogeneous Expectations; Noisy Information; Dynamic Factor Model;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ISF-2021-08-16 (Islamic Finance)
- NEP-MAC-2021-08-16 (Macroeconomics)
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