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- W2243657582 abstract "The recent literature has suggested that macroeconomic forecasters may have asymmetric loss functions, and that there may be heterogeneity across forecasters in the degree to which they weigh under and over-predictions. Using an individual-level analysis that exploits the SPF respondents’ histogram forecasts, we find little evidence of asymmetric loss for the in‡ation forecasters. Key words: Disagreement ; forecast uncertainty ; asymmetric loss ; Survey of Professional Forecasters JEL Classification: C53 ; E31 ; E37" @default.
- W2243657582 created "2016-06-24" @default.
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- W2243657582 date "2012-01-01" @default.
- W2243657582 modified "2023-09-23" @default.
- W2243657582 title "US inflation expectations and heterogeneous loss functions, 1968–2010" @default.
- W2243657582 hasPublicationYear "2012" @default.
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