Adrien Tschopp*, Thomas Eisfeld**

Internal seminars
phd seminar

Adrien Tschopp*, Thomas Eisfeld**

HEC Lausanne*
Density Forecasts Network and Uncertainty*
Joint with
Pascal Seiler*
Venue

MEGA Salle Carine Nourry

MEGA - Salle Carine Nourry

Maison de l'économie et de la gestion d'Aix
424 chemin du viaduc
13080 Aix-en-Provence

Date(s)
Tuesday, May 28 2024| 11:00am to 12:30pm
Contact(s)

Lucie Giorgi: lucie.giorgi[at]univ-amu.fr
Ricardo Guzman: ricardo.guzman[at]univ-amu.fr
Natalia Labrador: natalia.labrador-bernate[at]univ-amu.fr
Nathan Vieira: nathan.vieira[at]univ-amu.fr

Abstract

*This paper examines density forecasts of real GDP growth from the European Central Bank’s Survey of Professional Forecasters. Instead of relying on point estimates, we employ density-based disagreement measures that compare the distribution of each forecast. This method captures the full spectrum of higher-order disagreement measures, providing a better understanding of forecasters' expectations.