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How informative are the subjective density forecasts of macroeconomists?

Citations

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Cited by:

  1. Maritta Paloviita and Matti Viren, 2012. "Are individual survey expectations internally consistent?," Discussion Papers 77, Aboa Centre for Economics.
  2. Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers 37/2012, Bank of Finland.
  3. López Pérez, Víctor, 2015. "Does uncertainty affect participation in the European Central Bank's Survey of Professional Forecasters?," Working Paper Series 1807, European Central Bank.
  4. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  5. Tomasz Łyziak & Maritta Paloviita, 2017. "Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters," NBP Working Papers 261, Narodowy Bank Polski.
  6. Clements, Michael P., 2025. "Inconsistent survey histograms and point forecasts revisited," Journal of Economic Behavior & Organization, Elsevier, vol. 236(C).
  7. Clements, Michael P., "undated". "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
  8. Maritta Paloviita & Matti Viren, 2014. "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
  9. Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021. "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
  10. Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
  11. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
  12. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?," Research Discussion Papers 13/2017, Bank of Finland.
  13. Casey, Eddie, 2021. "Are professional forecasters overconfident?," International Journal of Forecasting, Elsevier, vol. 37(2), pages 716-732.
  14. Sami Oinonen & Maritta Paloviita, 2017. "How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 139-163, November.
  15. Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021. "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 458-480, April.
  16. López-Pérez, Víctor, 2016. "Does uncertainty affect non-response to the European Central Bank's survey of professional forecasters?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-47.
  17. Alexander Glas & Matthias Hartmann, 2022. "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
  18. Oinonen, Sami & Paloviita, Maritta, 2014. "Analysis of aggregated inflation expectations based on the ECB SPF survey," Bank of Finland Research Discussion Papers 29/2014, Bank of Finland.
  19. Oinonen, Sami & Paloviita, Maritta, 2014. "Analysis of aggregated inflation expectations based on the ECB SPF survey," Research Discussion Papers 29/2014, Bank of Finland.
  20. Robert Rich & Joseph Tracy, 2021. "A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 233-253, February.
  21. Łyziak, Tomasz & Paloviita, Maritta, 2018. "On the formation of inflation expectations in turbulent times: The case of the euro area," Economic Modelling, Elsevier, vol. 72(C), pages 132-139.
  22. Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
  23. Huisman, Ronald & Van der Sar, Nico L. & Zwinkels, Remco C.J., 2021. "Volatility expectations and disagreement," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 379-393.
  24. Robert W. Rich & Joseph Tracy, 2017. "The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis," Staff Reports 808, Federal Reserve Bank of New York.
  25. BAN Kanemi & KAWAGOE Masaaki & MATSUOKA Hideaki, 2013. "Evaluating Density Forecasts with Applications to ESPF," ESRI Discussion paper series 302, Economic and Social Research Institute (ESRI).
  26. Maritta Paloviita & Matti Viren, 2014. "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
  27. Masayuki MORIKAWA, 2019. "Firms' Subjective Uncertainty and Forecast Errors," Discussion papers 19055, Research Institute of Economy, Trade and Industry (RIETI).
  28. Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Bank of Finland Research Discussion Papers 15/2016, Bank of Finland.
  29. Fabian Krüger, 2017. "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, vol. 53(1), pages 235-246, August.
  30. Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
  31. Paloviita, Maritta & Virén, Matti, 2014. "Analysis of forecast errors in micro-level survey data," Research Discussion Papers 8/2014, Bank of Finland.
  32. Paloviita, Maritta & Virén, Matti, 2014. "Analysis of forecast errors in micro-level survey data," Bank of Finland Research Discussion Papers 8/2014, Bank of Finland.
  33. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times: Can ECB manage inflation expectations of professional forecasters?," Bank of Finland Research Discussion Papers 13/2017, Bank of Finland.
  34. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
  35. Joshua Abel & Robert Rich & Joseph Song & Joseph Tracy, 2016. "The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 533-550, April.
  36. 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.
  37. Huang, Rong & Pilbeam, Keith & Pouliot, William, 2022. "Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 706-724.
  38. Clements, Michael P., 2021. "Rounding behaviour of professional macro-forecasters," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1614-1631.
  39. Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021. "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series 2543, European Central Bank.
  40. Clements, Michael P., 2021. "Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 37(2), pages 634-646.
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