Does Disagreement amongst Forecasters have Predictive Value?
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- Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
- Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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Cited by:
- Badarinza, Cristian & Gross, Marco, 2011. "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series 1407, European Central Bank.
- repec:amu:wpaper:2013-04 is not listed on IDEAS
- Philip Hans Franses & Max Welz, 2022.
"Evaluating heterogeneous forecasts for vintages of macroeconomic variables,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 829-839, July.
- Franses, Ph.H.B.F. & Welz, M., 2018. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers EI2018-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses, 2020. "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 927-933, September.
- Franses, Ph.H.B.F. & Maassen, N.R., 2015. "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers EI2015-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses, 2021. "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 401-417, December.
- Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017.
"The (de-)anchoring of inflation expectations: New evidence from the euro area,"
The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
- Pagenhardt, Laura & Nautz, Dieter & Strohsal, Till, 2015. "The (de-)anchoring of inflation expectations: New evidence from the Euro area," SFB 649 Discussion Papers 2015-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- repec:hum:wpaper:sfb649dp2015-044 is not listed on IDEAS
- Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018. "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series 596, Center for Financial Studies (CFS).
- Luiz Félix & Roman Kräussl & Philip Stork, 2021. "Strategic bias and popularity effect in the prediction of economic surprises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1095-1117, September.
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More about this item
Keywords
model forecasts; expert forecasts; survey forecasts; Markov regime-switching models; disagreement; time series;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-02-26 (Central Banking)
- NEP-ETS-2011-02-26 (Econometric Time Series)
- NEP-FOR-2011-02-26 (Forecasting)
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