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A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data
16 references·4 citing·41 second hop
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1957Rank Correlation Methods.6,385 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1949Rank Correlation Methods.2,416 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 2003Macroeconomic Expectations of Households and Professional Forecasters1,170 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2009Optimal Sticky Prices under Rational Inattention967 cited
  • 1972Micro-Economic Foundations of Employment and Inflation Theory.848 cited
  • 2012What Can Survey Forecasts Tell Us about Information Rigidities?846 cited
  • 2003Disagreement about Inflation Expectations765 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 1989

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Agent-based Computational Finance
693 cited

Cited by

  • 2019Five dimensions of the uncertainty–disagreement linkage42 cited
  • 2019Do monetary policy transparency and central bank communication reduce interest rate disagreement?21 cited
  • 2019Uncertainty, confidence, and monetary policy in China19 cited
  • 2020Information rigidities and exchange rate expectations18 cited