Can we estimate macroforecasters' mis-behavior?

DOI10.1016/J.JEDC.2023.104632MaRDI QIDQ6109933zbMATH OpenOpenAlexFDO

Authors Emilio Zanetti Chini

Publication date 4 July 2023

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.jedc.2023.104632

zbMATH Keywords

deformed likelihooddynamic systemsjudgmentrepeated gamesrobust filtering

Mathematics Subject Classification ID

Multistage and repeated games (91A20) Statistical methods; economic indices and measures (91B82)

Recommendations

• How Informative are the Subjective Density Forecasts of Macroeconomists?
• Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
• Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test*
• Biased predictors, rationality and the evaluation of forecasts
• Can competition between forecasters stabilize asset prices in learning to forecast experiments?

Cites work

• A compendium to information theory in economics and econometrics
• Additive Outlier Detection Via Extreme-Value Theory
• Are professional forecasters Bayesian?
• Economic Agents as Imperfect Problem Solvers
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
• Good Randomized Sequential Probability Forecasting is Always Possible
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3709465 (Why is no real title available?)
• Incentive-driven inattention
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• Local Likelihood Estimation
• Market Anticipations, Rational Expectations, and Bayesian Analysis
• Maximum L\(q\)-likelihood estimation
• On loss functions and ranking forecasting performances of multivariate volatility models
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Testing Forecast Optimality Under Unknown Loss
• Time series analysis by state space methods.

Cited in

(3)

• Do Markets Favor Agents able to Make Accurate Predictions?
• How Informative are the Subjective Density Forecasts of Macroeconomists?
• Judgment can spur long memory

This page was built for publication: Can we estimate macroforecasters' mis-behavior?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6109933)