Measurement of economic forecast accuracy: A systematic overview of the empirical literature
G Buturac - Journal of risk and financial management, 2021 - mdpi.com
The primary purpose of the paper is to enable deeper insight into the measurement of
economic forecast accuracy. The paper employs the systematic literature review as its …
economic forecast accuracy. The paper employs the systematic literature review as its …
Surveys of professionals
This chapter provides an overview of surveys of professional forecasters, with a focus on the
US Survey of Professional Forecasters and the European Central Bank Survey of …
US Survey of Professional Forecasters and the European Central Bank Survey of …
Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany
This study is the first attempt to analyze the simultaneous time-varying interactions among
international oil prices, economic policy uncertainty (EPU) and output for the German …
international oil prices, economic policy uncertainty (EPU) and output for the German …
Measuring inflation anchoring and uncertainty: A US and euro area comparison
O Grishchenko, S Mouabbi… - Journal of Money, Credit …, 2019 - Wiley Online Library
We use several US and euro‐area surveys of professional forecasters to estimate a dynamic
factor model of inflation featuring time‐varying uncertainty. We obtain survey‐consistent …
factor model of inflation featuring time‐varying uncertainty. We obtain survey‐consistent …
A closer look at the behavior of uncertainty and disagreement: Micro evidence from the euro area
This paper examines point and density forecasts of real GDP growth, inflation, and
unemployment from the European Central Bank's Survey of Professional Forecasters. We …
unemployment from the European Central Bank's Survey of Professional Forecasters. We …
Macroeconomic uncertainty indices for the euro area and its individual member countries
B Rossi, T Sekhposyan - Empirical Economics, 2017 - Springer
This paper introduces the Rossi and Sekhposyan (Am Econ Rev 105 (5): 650–655, 2015)
uncertainty index for the Euro Area and its member countries. The index captures how …
uncertainty index for the Euro Area and its member countries. The index captures how …
Perceived uncertainty as a key driver of household saving
N Levenko - International Review of Economics & Finance, 2020 - Elsevier
The paper studies the determinants of household saving in Europe with particular focus on
the impact of labour income uncertainty. Panel data models are estimated on aggregate …
the impact of labour income uncertainty. Panel data models are estimated on aggregate …
Five dimensions of the uncertainty–disagreement linkage
A Glas - International Journal of Forecasting, 2020 - Elsevier
We analyze the relationship between forecaster disagreement and macroeconomic
uncertainty in the Euro area using data from the European Central Bank's Survey of …
uncertainty in the Euro area using data from the European Central Bank's Survey of …
Demand for information, uncertainty, and the response of US Treasury securities to news
H Benamar, T Foucault, C Vega - The Review of Financial …, 2021 - academic.oup.com
We use clickstream data to show that investors' demand for information about
macroeconomic factors affecting the path of future interest rates is a measure of their …
macroeconomic factors affecting the path of future interest rates is a measure of their …
Uncertainty and business cycle: A review of the literature and some evidence from the Spanish economy
The article reviews the main economic mechanisms which have been theorised when
considering the uncertainty/economic activity nexus, as well as the methods by which …
considering the uncertainty/economic activity nexus, as well as the methods by which …