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A Comparative Analysis of the Rationality of Consensus Forecasts of U.S. Economic Indicators

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Author Info
David C. Schirm (John Carroll University)
Abstract

The purpose of this article is to investigate the rationality of two survey forecasts of selective U.S. macroeconomic performance measures that were widely followed in the financial markets during the 19902000 period. The research compares the rationality of survey forecast data from Money Market Services, Inc., and Thomson Financial. This article extends prior research that has evaluated the rationality of Money Market Services data for earlier time periods while also evaluating similar consensus forecast data from Thomson Financial that were widely reported in both Barron's and the Wall Street Journal during the 1990s.

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?JB760402
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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 76 (2003)
Issue (Month): 4 (October)
Pages: 547-562
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ucp:jnlbus:v:76:y:2003:i:4:p:547-562

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  1. Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics. [Downloadable!]
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