Measuring forecast uncertainty by disagreement: The missing link (JAE 2010)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Kajal Lahiri, Xuguang Sheng Measuring forecast uncertainty by disagreement: The missing link JAE 2010 4 514–538 E17, E37 Aggregate shocks, Public information, Forecast disagreement, Forecast horizon, Forecast uncertainty, Panel data, Private information

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
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Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1167 IDEAS: a/jae/japmet/v25y2010i4p514-538.html EconPapers: RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538


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