Lists
Lists
Clements, M. 
ORCID: https://orcid.org/0000-0001-6329-1341
(2014)
US inflation expectations and heterogeneous loss functions, 1968-2010.
Journal of Forecasting, 33 (1).
pp. 1-14.
ISSN 1099-131X
Full text not archived in this repository.
It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.
To link to this item DOI: 10.1002/for.2277
Abstract/Summary
Recent literature has suggested that macroeconomic forecasters may have asymmetric loss functions, and that there may be heterogeneity across forecasters in the degree to which they weigh under- and over-predictions. Using an individual-level analysis that exploits the Survey of Professional Forecasters respondents’ histogram forecasts, we find little evidence of asymmetric loss for the inflation forecasters
| Item Type: | Article |
|---|---|
| Refereed: | Yes |
| Divisions: | Henley Business School > Finance and Accounting |
| ID Code: | 35275 |
| Publisher: | Wiley |
University Staff: Request a correction | Centaur Editors: Update this record