Adrien Tschopp*, Thomas Eisfeld**
HEC Lausanne*
Density Forecasts Network and Uncertainty*
Co-écrit avec
Pascal Seiler*
Lieu
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)
Mardi 28 mai 2024| 11:00 - 12:30
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
Résumé
*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.