Evolution of forecast disagreement in a Bayesian learning model

DOI10.1016/J.JECONOM.2008.02.002zbMath1418.62498OpenAlexW2082282210MaRDI QIDQ295391

Xuguang Sheng, Kajal Lahiri

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

zbMATH Keywords

Bayesian learningpanel dataconsensus forecastdifferential interpretationforecast disagreementforecast efficiencyforecast horizonpublic information

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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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