Disagreement, Uncertainty and the True Predictive Density
Abstract
This paper generalizes the discussion about disagreement versus uncertainty in macroeconomic survey data by emphasizing the importance of the (unknown) true predictive density. Using a forecast combination approach, we ask whether cross sections of survey point forecasts help to approximate the true predictive density. We find that although these cross-sections perform poorly individually, their inclusion into combined predictive densities can significantly improve upon densities relying solely on time series information.Download Info
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Paper provided by Department of Economics, University of Konstanz in its series Working Paper Series of the Department of Economics, University of Konstanz with number 2011-43.
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Length: 27 pages
Date of creation: 01 Sep 2011
Date of revision:
Handle: RePEc:knz:dpteco:1143
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Related research
Keywords: Disagreement; Uncertainty; Predictive Density; Forecast Combination;Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting Models; Simulation Methods
- C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
- E - Macroeconomics and Monetary Economics
- F - International Economics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-01 (All new papers)
- NEP-CBA-2011-11-01 (Central Banking)
- NEP-ECM-2011-11-01 (Econometrics)
- NEP-FOR-2011-11-01 (Forecasting)
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Christian Kascha & Francesco Ravazzolo, 2008.
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Working Paper
2008/22, Norges Bank.
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"Measuring Forecast Uncertainty by Disagreement: The Missing Link,"
Ifo Working Paper Series
Ifo Working Paper No. 60, Ifo Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2010. "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
- Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010.
"Combining forecast densities from VARs with uncertain instabilities,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
- Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank.
- James Mitchell & Jore, A. S., Vahey, S. P., 2008. "Combining Forecast Densities from VARs with Uncertain Instabilities," NIESR Discussion Papers 303, National Institute of Economic and Social Research.
- Anne Sofie Jore & James Mitchell & Shaun Vahey, 2008. "Combining Forecast Densities from VARs with Uncertain Instabilities," Reserve Bank of New Zealand Discussion Paper Series DP2008/18, Reserve Bank of New Zealand.
- Timmermann, Allan G, 2005.
"Forecast Combinations,"
CEPR Discussion Papers
5361, C.E.P.R. Discussion Papers.
- Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, Elsevier.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, School of Economics and Management, University of Aarhus.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
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