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Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise

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Cited by:

  1. Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Pistaferri, Luigi & Rooij, Maarten van, 2021. "Heterogeneous wealth effects," European Economic Review, Elsevier, vol. 137(C).
  2. Christopher Roth & Johannes Wohlfart, 2020. "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
  3. Goldfayn-Frank, Olga & Kieren, Pascal & Trautmann, Stefan, 2024. "A Choice-Based Approach to the Measurement of Inflation Expectations," Working Papers 0742, University of Heidelberg, Department of Economics.
  4. Goldfayn-Frank, Olga & Wohlfart, Johannes, 2018. "How do consumers adapt to a new environment in their economic forecasting? Evidence from the German reunification," IMFS Working Paper Series 129, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  5. Altig, David & Barrero, Jose Maria & Bloom, Nicholas & Davis, Steven J. & Meyer, Brent & Parker, Nicholas, 2022. "Surveying business uncertainty," Journal of Econometrics, Elsevier, vol. 231(1), pages 282-303.
  6. Breunig, Christoph & Grabova, Iuliia & Haan, Peter & Weinhardt, Felix & Weizsäcker, Georg, 2021. "Long-run expectations of households," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 31, pages 1-1.
  7. Fernando Borraz & Laura Zacheo, 2018. "Inattention, Disagreement and Internal (In)Consistency of Inflation Forecasts," Documentos de trabajo 2018007, Banco Central del Uruguay.
  8. Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
  9. Jonas Dovern & Alexander Glas & Geoff Kenny, 2024. "Testing for differences in survey‐based density expectations: A compositional data approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1104-1122, September.
  10. Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
  11. Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
  12. Francesco D’Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2023. "IQ, Expectations, and Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2292-2325.
  13. Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust identification of investor beliefs," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
  14. Ambrocio, Gene, 2017. "The real effects of overconfidence and fundamental uncertainty shocks," Research Discussion Papers 37/2017, Bank of Finland.
  15. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
  16. 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.
  17. Foster, Gigi & Frijters, Paul & Schaffner, Markus & Torgler, Benno, 2018. "Expectation formation in an evolving game of uncertainty: New experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 379-405.
  18. Artūras Juodis & Simas Kučinskas, 2023. "Quantifying noise in survey expectations," Quantitative Economics, Econometric Society, vol. 14(2), pages 609-650, May.
  19. Victor Aguirregabiria & Jihye Jeon, 2020. "Firms’ Beliefs and Learning: Models, Identification, and Empirical Evidence," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(2), pages 203-235, March.
  20. repec:zbw:bofrdp:2017_037 is not listed on IDEAS
  21. Lena Dräger & Michael J. Lamla, 2024. "Consumers' macroeconomic expectations," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 427-451, April.
  22. Giustinelli, Pamela & Manski, Charles F. & Molinari, Francesca, 2022. "Tail and center rounding of probabilistic expectations in the Health and Retirement Study," Journal of Econometrics, Elsevier, vol. 231(1), pages 265-281.
  23. Grewenig, Elisabeth & Lergetporer, Philipp & Werner, Katharina & Woessmann, Ludger, 2022. "Incentives, search engines, and the elicitation of subjective beliefs: Evidence from representative online survey experiments," Journal of Econometrics, Elsevier, vol. 231(1), pages 304-326.
  24. John R. Graham, 2022. "Presidential Address: Corporate Finance and Reality," Journal of Finance, American Finance Association, vol. 77(4), pages 1975-2049, August.
  25. Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
  26. Heiss, Florian & Hurd, Michael & van Rooij, Maarten & Rossmann, Tobias & Winter, Joachim, 2022. "Dynamics and heterogeneity of subjective stock market expectations," Journal of Econometrics, Elsevier, vol. 231(1), pages 213-231.
  27. Goldfayn-Frank, Olga & Wohlfart, Johannes, 2019. "How Do Consumers Adapt to a New Environment in their economic forecasting? Evidence from the German Reunification," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203668, Verein für Socialpolitik / German Economic Association.
  28. MORIKAWA Masayuki, 2022. "Uncertainty of Firms' Medium-term Outlook during the COVID-19 Pandemic," Discussion papers 22079, Research Institute of Economy, Trade and Industry (RIETI).
  29. Roth, Christopher & Settele, Sonja & Wohlfart, Johannes, 2022. "Beliefs about public debt and the demand for government spending," Journal of Econometrics, Elsevier, vol. 231(1), pages 165-187.
  30. Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021. "International business cycles: Information matters," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
  31. Peter Andre & Ingar Haaland & Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "Narratives about the Macroeconomy," ECONtribute Discussion Papers Series 127, University of Bonn and University of Cologne, Germany.
  32. Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
  33. Christian Stoltenberg & Arne Uhlendorff, 2022. "Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation," Tinbergen Institute Discussion Papers 22-049/VI, Tinbergen Institute.
  34. Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
  35. Becker, Christoph & Duersch, Peter & Eife, Thomas, 2023. "Measuring Inflation Expectations: How the Response Scale Shapes Density Forecasts," Working Papers 0727, University of Heidelberg, Department of Economics.
  36. Pamela Giustinelli, 2022. "Expectations in Education: Framework, Elicitation, and Evidence," Working Papers 2022-026, Human Capital and Economic Opportunity Working Group.
  37. Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Luigi Pistaferri & Maarten van Rooij, 2019. "Wealth Shocks and MPC Heterogeneity," CSEF Working Papers 531, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  38. Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
  39. Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
  40. Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024. "The effect of time-varying fundamentals in learning-to-forecast experiments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 619-647, October.
  41. Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
  42. van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers," IZA Discussion Papers 16426, Institute of Labor Economics (IZA).
  43. Pamela Giustinelli & Matthew D. Shapiro, 2024. "SeaTE: Subjective Ex Ante Treatment Effect of Health on Retirement," American Economic Journal: Applied Economics, American Economic Association, vol. 16(2), pages 278-317, April.
  44. Fezzi, Carlo & Menapace, Luisa & Raffaelli, Roberta, 2021. "Estimating risk preferences integrating insurance choices with subjective beliefs," European Economic Review, Elsevier, vol. 135(C).
  45. Daniel J. Benjamin, 2018. "Errors in Probabilistic Reasoning and Judgment Biases," NBER Working Papers 25200, National Bureau of Economic Research, Inc.
  46. Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
  47. Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
  48. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2018. "Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters," Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4540-4555, September.
  49. Victor Olkhov, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," Papers 2112.04566, arXiv.org, revised Mar 2024.
  50. Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
  51. Zhao, Yongchen, 2024. "Uncertainty of household inflation expectations: Reconciling point and density forecasts," Economics Letters, Elsevier, vol. 234(C).
  52. Brückbauer, Frank, 2022. "Do financial market experts know their theory? New evidence from survey data," ZEW Discussion Papers 20-092, ZEW - Leibniz Centre for European Economic Research, revised 2022.
  53. Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan Simester, 2022. "Belief Disagreement and Portfolio Choice," Journal of Finance, American Finance Association, vol. 77(6), pages 3191-3247, December.
  54. Crossley, Thomas F. & Gong, Yifan & Stinebrickner, Ralph & Stinebrickner, Todd, 2022. "The ex post accuracy of subjective beliefs: A new measure and decomposition," Economics Letters, Elsevier, vol. 210(C).
  55. Dovern, Jonas & Müller, Lena Sophia & Wohlrabe, Klaus, 2023. "Local information and firm expectations about aggregates," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 1-13.
  56. Tao Wang, 2023. "Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models," Staff Working Papers 23-59, Bank of Canada.
  57. Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
  58. Ori Heffetz & Guy Ishai, 2021. "Which Beliefs? Behavior-Predictive Beliefs are Inconsistent with Information-Based Beliefs: Evidence from COVID-19," NBER Working Papers 29452, National Bureau of Economic Research, Inc.
  59. Eyting, Markus & Schmidt, Patrick, 2021. "Belief elicitation with multiple point predictions," European Economic Review, Elsevier, vol. 135(C).
  60. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
  61. repec:zbw:bofrdp:037 is not listed on IDEAS
  62. Rachel Avram & Eric J. Koepcke & Alaa Moussawi & Melissa Nu~nez, 2024. "Do Cure Violence Programs Reduce Gun Violence? Evidence from New York City," Papers 2406.02459, arXiv.org.
  63. Olkhov, Victor, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," MPRA Paper 91587, University Library of Munich, Germany.
  64. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
  65. Pavlova, Lora, 2024. "Framing effects in consumer expectations surveys," ZEW Discussion Papers 24-036, ZEW - Leibniz Centre for European Economic Research.
  66. Francesco Andreoli & Claudine Kirsch & Eugenio Peluso & Vincenzo Prete, 2024. "The subjective treatment effects of COVID-19 on child well-being: evidence from Luxembourg," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(3), pages 575-596, September.
  67. Marianne Andries & Milo Bianchi & Karen Huynh & Sébastien Pouget, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," Post-Print hal-04680777, HAL.
  68. Friehe, Tim & Pannenberg, Markus, 2021. "Time preferences and overconfident beliefs: Evidence from germany," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 92(C).
  69. Barrero, Jose Maria, 2022. "The micro and macro of managerial beliefs," Journal of Financial Economics, Elsevier, vol. 143(2), pages 640-667.
  70. Chiara Binelli, 2019. "Employment and Earnings Expectations of Jobless Young Skilled: Evidence from Italy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 145(1), pages 201-231, August.
  71. Rossmann, Tobias, 2019. "Economic Uncertainty and Subjective Inflation Expectations," Rationality and Competition Discussion Paper Series 160, CRC TRR 190 Rationality and Competition.
  72. Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2020. "Consumption Uncertainty and Precautionary Saving," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 148-161, March.
  73. Giuseppe Rose & Desiré De Luca, 2024. "Health Concerns And Consumption Expectations During Covid-19: Evidence From A Fuzzy Regression Discontinuity Design," Working Papers 202401, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  74. Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
  75. Sarantis Tsiaplias & Qi Zeng & Guay C. Lim, 2023. "Retail Investor Trading Intentions: New Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 99(327), pages 512-535, December.
  76. John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2020. "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 633-646, July.
  77. Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021. "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series wp2021n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  78. Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
  79. Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
  80. Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng, 2020. "Expectation Formation Following Large, Unexpected Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 287-303, May.
  81. Krüger, Fabian & Pavlova, Lora, 2024. "Quantifying subjective uncertainty in survey expectations," International Journal of Forecasting, Elsevier, vol. 40(2), pages 796-810.
  82. MORIKAWA Masayuki, 2019. "Firms' Subjective Uncertainty and Forecast Errors," Discussion papers 19055, Research Institute of Economy, Trade and Industry (RIETI).
  83. Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2024. "Consumption and income expectations during Covid-19," Review of Economics of the Household, Springer, vol. 22(1), pages 95-116, March.
  84. Dovern, Jonas, 2024. "Eliciting expectation uncertainty from private households," International Journal of Forecasting, Elsevier, vol. 40(1), pages 113-123.
  85. Hanna Freudenreich & Sindu W. Kebede, 2022. "Experience of shocks, household wealth and expectation formation: Evidence from smallholder farmers in Kenya," Agricultural Economics, International Association of Agricultural Economists, vol. 53(5), pages 756-774, September.
  86. Florian Peters & Simas Kucinskas, 2018. "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers 18-058/IV, Tinbergen Institute.
  87. Maxime Phillot & Rina Rosenblatt-Wisch, 2024. "Order Matters: An Experimental Study on How Question Ordering Affects Survey-Based Inflation Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 63-114, July.
  88. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018. "Perception of House Price Risk and Homeownership," NBER Working Papers 25090, National Bureau of Economic Research, Inc.
  89. Li, Lin & Liu, Kunyu & Li, Guoping, 2024. "What can analyst forecasts tell us about imperfect information?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1059-1073.
  90. MORIKAWA Masayuki, 2022. "Firms' Knightian Uncertainty during the COVID-19 Crisis," Discussion papers 22089, Research Institute of Economy, Trade and Industry (RIETI).
  91. Heiss, Florian & Hurd, Michael & Rossmann, Tobias & Winter, Joachim & van Rooij, Maarten, 2019. "Dynamics and Heterogeneity of Subjective Stock Market Expectations," Rationality and Competition Discussion Paper Series 157, CRC TRR 190 Rationality and Competition.
  92. Sarah Goldman & Shouyi Zhang, 2022. "Quantitative Easing, Households' Savings and Growth: A Luxembourgish Case Study," Post-Print hal-04080189, HAL.
  93. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
  94. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
  95. MORIKAWA Masayuki, 2021. "Uncertainty of Firms' Economic Outlook During the COVID-19 Crisis," Discussion papers 21042, Research Institute of Economy, Trade and Industry (RIETI).
  96. Pooja Kapoor & Sujata Kar, 2023. "A review of inflation expectations and perceptions research in the past four decades: a bibliometric analysis," International Economics and Economic Policy, Springer, vol. 20(2), pages 279-302, May.
  97. Xiao, Wei, 2022. "Understanding probabilistic expectations – a behavioral approach," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  98. Zhao, Yongchen, 2023. "Internal consistency of household inflation expectations: Point forecasts vs. density forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1713-1735.
  99. Rossmann, Tobias, 2019. "Does Experience Shape Subjective Expectations?," Rationality and Competition Discussion Paper Series 181, CRC TRR 190 Rationality and Competition.
  100. Dovern, Jonas & Müller, Lena Sophia & Wohlrabe, Klaus, 2020. "How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey," Working Papers 15, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
  101. Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
  102. Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023. "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, vol. 147(3), pages 627-657.
  103. Marcelo Pedroni & Swapnil Singh & Christian Stoltenberg, 2022. "Advance Information and Consumption Insurance: Evidence from Panel Data," Tinbergen Institute Discussion Papers 22-032/VI, Tinbergen Institute.
  104. Bańnkowska, Katarzyna & Borlescu, Ana Maria & Charalambakis, Evangelos & Da Silva, António Dias & Di Laurea, Davide & Dossche, Maarten & Georgarakos, Dimitris & Honkkila, Juha & Kennedy, Neale & Kenny, 2021. "ECB Consumer Expectations Survey: an overview and first evaluation," Occasional Paper Series 287, European Central Bank.
  105. Lars Peter Hansen, 2017. "Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 479-489, National Bureau of Economic Research, Inc.
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