The Measurement and Characteristics of Professional Forecasters' Uncertainty

Citations

Cited by:

1. Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019. "Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
   • Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne, 2017. "Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison," Finance and Economics Discussion Series 2017-102, Board of Governors of the Federal Reserve System (U.S.).
2. Ambrocio, Gene, 2017. "The real effects of overconfidence and fundamental uncertainty shocks," Research Discussion Papers 37/2017, Bank of Finland.
   • Ambrocio, Gene, 2017. "The real effects of overconfidence and fundamental uncertainty shocks," Research Discussion Papers 37, Bank of Finland.
3. Michael P. Clements, 2022. "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 537-568, March.
4. Nakazono, Yoshiyuki & Koga, Maiko & Sugo, Tomohiro, 2020. "Private information and analyst coverage: Evidence from firm survey data," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 284-298.
   • Yoshiyuki Nakazono & Maiko Koga & Tomohiro Sugo, 2018. "Private Information and Analyst Coverage: Evidence from Firm Survey Data," Bank of Japan Working Paper Series 18-E-17, Bank of Japan.
5. Hwee Kwan Chow & Keen Meng Choy, 2023. "Economic forecasting in a pandemic: some evidence from Singapore," Empirical Economics, Springer, vol. 64(5), pages 2105-2124, May.
6. Monique Reid & Pierre Siklos, 2025. "Firm‐Level Expectations and Macroeconomic Conditions: Underpinnings and Disagreement," South African Journal of Economics, Economic Society of South Africa, vol. 93(2), pages 203-218, June.
   • Monique Reid & Pierre Siklos, 2024. "Firm Level Expectations and Macroeconomic Conditions: Underpinnings and Disagreement," CAMA Working Papers 2024-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   • Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
7. Mitchell, James & Shiroff, Taylor & Braitsch, Hana, 2026. "Practice makes perfect: Learning effects with household point and density forecasts of inflation," International Journal of Forecasting, Elsevier, vol. 42(2), pages 315-329.
   • Hana Braitsch & James Mitchell & Taylor Shiroff, 2024. "Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation," Working Papers 24-25, Federal Reserve Bank of Cleveland.
8. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Research Discussion Papers 5/2020, Bank of Finland.
   • Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Research Discussion Papers 5/2022, Bank of Finland.
9. Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
10. Rich, Robert W. & Tracy, Joseph, 2026. "All forecasters are not the same: Systematic patterns in predictive performance," International Journal of Forecasting, Elsevier, vol. 42(1), pages 235-258.
11. Casey, Eddie, 2021. "Are professional forecasters overconfident?," International Journal of Forecasting, Elsevier, vol. 37(2), pages 716-732.
12. Ozocak, Onem, 2025. "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
13. Markus Eyting & Patrick Schmidt, 2019. "Belief Elicitation with Multiple Point Predictions," Working Papers 1818, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 16 Nov 2020.
14. Eyting, Markus & Schmidt, Patrick, 2021. "Belief elicitation with multiple point predictions," European Economic Review, Elsevier, vol. 135(C).
15. Alexander Glas & Matthias Hartmann, 2022. "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
    • Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
16. 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.
    • María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017. "Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters," Working Papers 17-02, Asociación Española de Economía y Finanzas Internacionales.
17. Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
    • Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
18. 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.
    • Robert W. Rich & Joseph Tracy, 2018. "A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area," Working Papers 1811, Federal Reserve Bank of Dallas.
    • Robert W. Rich & Joseph Tracy, 2018. "A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area," Working Papers (Old Series) 1813, Federal Reserve Bank of Cleveland.
19. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
20. Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
    • Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
21. Matthew C. Johnson & Matteo Luciani & Minzhengxiong Zhang & Kenichiro McAlinn, 2026. "Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys," Papers 2602.05226, arXiv.org.
22. Malte Knüppel & Fabian Krüger, 2022. "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 23-41, January.
    • Knüppel, Malte & Krüger, Fabian, 2017. "Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168294, Verein für Socialpolitik / German Economic Association.
    • Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
23. 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.
24. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
25. 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.
26. Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
    • Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
27. Li, You & Tay, Anthony, 2021. "The role of macroeconomic and policy uncertainty in density forecast dispersion," Journal of Macroeconomics, Elsevier, vol. 67(C).
28. Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
29. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
    • Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.
30. Alastair Firrell & Kate Reinold, 2020. "Uncertainty and voting on the Bank of England’s Monetary Policy Committee," Bank of England working papers 898, Bank of England.