The relation between overreaction in forecasts and uncertainty: a nonlinear approach

DOI10.1002/FOR.2402MaRDI QIDQ4596033zbMATH OpenOpenAlexFDO

Authors Julian S. Leppin

Publication date 8 December 2017

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2402

zbMATH Keywords

oil price forecastpanel smooth transition regressionsurvey data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(2)

• Overreaction in survey exchange rate forecasts
• Heterogeneous overreaction in expectation formation: evidence and theory

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