Adrien Tschopp*, Thomas Eisfeld**
HEC Lausanne*
Density Forecasts Network and Uncertainty*
- Lieu
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MEGA
- Salle Carine Nourry
Maison de l'économie et de la gestion d'Aix
424 chemin du viaduc
13080 Aix-en-Provence - Date(s)
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Mardi 28 mai 2024
11:00 à 12:30 - Contact(s)
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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.