Evolution of forecast disagreement in a Bayesian learning model
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Publication:295391
DOI10.1016/J.JECONOM.2008.02.002zbMath1418.62498OpenAlexW2082282210MaRDI QIDQ295391
Publication date: 13 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.02.002
Bayesian learningpanel dataconsensus forecastdifferential interpretationforecast disagreementforecast efficiencyforecast horizonpublic information
Related Items (5)
Distrust in experts and the origins of disagreement ⋮ Uncertainty measures from partially rounded probabilistic forecast surveys ⋮ Quantifying noise in survey expectations ⋮ Monetary policy rules and opinionated markets ⋮ Are professional forecasters Bayesian?
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