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US inflation expectations and heterogeneous loss functions, 1968-2010
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Clements, Michael P. (2014) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting, Volume 33 (Number 1). pp. 1-14. doi:10.1002/for.2277 ISSN 0277-6693.
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Official URL: http://dx.doi.org/10.1002/for.2277
Abstract
Recent literature has suggested that macroeconomic forecasters may have asymmetric loss functions, and that there may be heterogeneity across forecasters in the degree to which they weigh under- and over-predictions. Using an individual-level analysis that exploits the Survey of Professional Forecasters respondents’ histogram forecasts, we find little evidence of asymmetric loss for the inflation forecasters. Copyright © 2013 John Wiley & Sons, Ltd.
Item Type: | Journal Article | ||||||||||
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Divisions: | Faculty of Social Sciences > Economics | ||||||||||
Journal or Publication Title: | Journal of Forecasting | ||||||||||
Publisher: | John Wiley & Sons Ltd. | ||||||||||
ISSN: | 0277-6693 | ||||||||||
Official Date: | January 2014 | ||||||||||
Dates: |
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Volume: | Volume 33 | ||||||||||
Number: | Number 1 | ||||||||||
Page Range: | pp. 1-14 | ||||||||||
DOI: | 10.1002/for.2277 | ||||||||||
Status: | Peer Reviewed | ||||||||||
Publication Status: | Published | ||||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||||
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