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Do professional forecasters pay attention to data releases?
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Clements, Michael P.. (2012) Do professional forecasters pay attention to data releases? International Journal of Forecasting, Vol.28 (No.2). pp. 297-308. ISSN 0169-2070
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Official URL: http://dx.doi.org/10.1016/j.ijforecast.2011.09.001
Abstract
We present a novel approach to assessing the attentiveness of professional forecasters to news about the macroeconomy. We find evidence that professional forecasters, taken as a group, do not always update their estimates of the current state of the economy to reflect the latest releases of revised estimates of key data.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
| Divisions: | Faculty of Social Sciences > Economics |
| Journal or Publication Title: | International Journal of Forecasting |
| Publisher: | Elsevier |
| ISSN: | 0169-2070 |
| Date: | April 2012 |
| Volume: | Vol.28 |
| Number: | No.2 |
| Number of Pages: | 12 |
| Page Range: | pp. 297-308 |
| Identification Number: | 10.1016/j.ijforecast.2011.09.001 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| Version or Related Resource: | A working paper version is available in WRAP (http://wrap.warwick.ac.uk/41101/). |
| Related URLs: | |
| URI: | http://wrap.warwick.ac.uk/id/eprint/44602 |
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