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Quantifying survey expectations: What’s wrong with the probability approach?
16 references·0 citing·44 second hop
Quantifying survey expectations: What’s wrong with the probability approach? (2012)Quantifying survey expectations: What’s w…Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)Why do forecasters disagree? …Differences in beliefs and currency risk premiums☆ (2010)Differences in beliefs and cu…The impact of risk and uncertainty on expected returns☆ (2009)The impact of risk and uncert…Heterogeneity in exchange rate expectations: evidence on the chartist-fundamentalist approach (2009)Heterogeneity in exchange rat…Chapter 14 Survey Expectations (2006)Chapter 14 Survey ExpectationsBusiness and consumer expectations and macroeconomic forecasts (2006)Business and consumer expecta…Estimation and Testing of Forecast Rationality under Flexible Loss (2005)Estimation and Testing of For…The Quantification of Qualitative Survey Data: A Critical Assessment (2003)The Quantification of Qualita…Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Measuring inflation expectations: a survey data approach (1999)Measuring inflation expectati…Chartists, Fundamentalists, and Trading in the Foreign Exchange Market (1990)Chartists, Fundamentalists, a…Inflation Expectations Revisited (1988)Inflation Expectations Revisi…Formation of Inflation Expectations in British Manufacturing Industries (1985)Formation of Inflation Expect…Inflation Expectations (1975)Inflation ExpectationsThe Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model (1952)The Business Test of the IFO-…On the Time Shape of Economic Microvariables and the Munich Business Test (1952)On the Time Shape of Economic…Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)Rational Expectations and the Theory of Price Movements (1961)An evaluation of the forecasts of the federal reserve: a pooled approach (2007)EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions (2010)Forecast Rationality Tests Based on Multi-Horizon Bounds (2012)Macroeconomic Forecasting Using Diffusion Indexes (2002)Social Value of Public Information (2002)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Inattentive professional forecasters (2013)Overconfidence in Political Behavior (2015)Why Does Return Predictability Concentrate in Bad Times? (2017)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Macroeconomic risk and hedge fund returns (2014)Investor Sentiment, Beta, and the Cost of Equity Capital (2015)Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Economic Forecasts and Policy (1962)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)What do Economists Know? An Empirical Study of Experts' Expectations (1981)Measuring Inflation Expectations: A Survey Data Approach (2001)The Rationality of Consumers' Inflation Expectations: Survey-Based Evidence for the Euro Area (2003)Asymptotic Inference about Predictive Ability (1996)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Forecasting Economic Time Series (2000)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Quantiles as optimal point forecasts (2010)Expectations and the neutrality of money (1972)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Firms’ investment decisions in response to demand and price uncertainty (2008)What do asset prices have to say about risk appetite and uncertainty? (2015)Consumer Expectations (2019)Macroeconomic Expectations of Households and Professional Forecasters (2003)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Disagreement and the Stock Market (2007)The Transmission of Monetary Policy Shocks (2017)Volume, Volatility, and the Dispersion of Beliefs (1993)Currency traders and exchange rate dynamics: a survey of the US market (2001)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2005)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Expectations of Returns and Expected Returns (2014)The Impact of Uncertainty on Investment Plans (2010)
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References

  • 2003Disagreement about Inflation Expectations765 cited
  • 1975Inflation Expectations454 cited
  • 2009The impact of risk and uncertainty on expected returns☆408 cited
  • 1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market347 cited
  • 2005Estimation and Testing of Forecast Rationality under Flexible Loss343 cited
  • 2010Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion341 cited
  • 2006Chapter 14 Survey Expectations203 cited
  • 2003The Quantification of Qualitative Survey Data: A Critical Assessment145 cited
  • 1988Inflation Expectations Revisited126 cited
  • 1952On the Time Shape of Economic Microvariables and the Munich Business Test119 cited
  • 2006Business and consumer expectations and macroeconomic forecasts113 cited
  • 1952The Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model113 cited
  • 1985Formation of Inflation Expectations in British Manufacturing Industries103 cited
  • 2010Differences in beliefs and currency risk premiums☆101 cited
  • 1999Measuring inflation expectations: a survey data approach84 cited

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  • 2009Heterogeneity in exchange rate expectations: evidence on the chartist-fundamentalist approach81 cited
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