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US inflation expectations and heterogeneous loss functions, 1968-2010

Clements, M. (2014) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting, 33 (1). pp. 1-14. ISSN 1099-131X

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To link to this item DOI: 10.1002/for.2277


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
Divisions:Henley Business School > ICMA Centre
ID Code:35275

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