Forecast performance, disagreement, and heterogeneous Signal-to-Noise ratios
We propose an imperfect information model for the expectations of macroeconomic forecasters that explains differences in average disagreement levels across forecasters by means of cross sectional heterogeneity in the variance of private noise signals. We show that the forecaster-specific signal-to-n...
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| Main Authors: | , |
|---|---|
| Format: | Book/Monograph Working Paper |
| Language: | English |
| Published: |
Heidelberg
University of Heidelberg, Department of Economics
February 20, 2016
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| Series: | Discussion paper series / Universität Heidelberg, Department of Economics
No. 611 |
| In: |
Discussion paper series (no. 611)
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| DOI: | 10.11588/heidok.00020429 |
| Subjects: | |
| Online Access: | Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-204291 Resolving-System, kostenfrei, Volltext: http://hdl.handle.net/10419/162954 Resolving-System, kostenfrei, Volltext: https://doi.org/10.11588/heidok.00020429 Verlag, kostenfrei, Volltext: http://archiv.ub.uni-heidelberg.de/volltextserver/20429/ Verlag, kostenfrei, Volltext: http://archiv.ub.uni-heidelberg.de/volltextserver/20429/1/dovern_hartmann_2016_dp611.pdf 
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| Author Notes: | Jonas Dovern and Matthias Hartmann |
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Forecast performance, disagreement, and heterogeneous signal-to-noise ratios
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