Disagreement, Uncertainty and the True Predictive Density

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dc.contributor.authorKrüger, Fabian
dc.contributor.authorNolte, Ingmar
dc.date.accessioned2015-01-30T09:52:16Z
dc.date.available2015-01-30T09:52:16Z
dc.date.issued2011eng
dc.description.abstractThis paper generalizes the discussion about disagreement versus uncertainty in macroeconomic survey data by emphasizing the importance of the (unknown) true predictive density. Using a forecast combination approach, we ask whether cross sections of survey point forecasts help to approximate the true predictive density. We find that although these cross-sections perform poorly individually, their inclusion into combined predictive densities can significantly improve upon densities relying solely on time series information.eng
dc.description.versionpublished
dc.identifier.ppn425580474
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dc.language.isoengeng
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dc.subjectDisagreement, Uncertainty, Predictive Density, Forecast Combinationeng
dc.subject.ddc330eng
dc.subject.jelC53
dc.subject.jelC83
dc.subject.jelE.7
dc.subject.jelF.7
dc.titleDisagreement, Uncertainty and the True Predictive Densityeng
dc.typeWORKINGPAPEReng
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kops.bibliographicInfo.seriesNumber2011-43eng
kops.citation.bibtex
@techreport{Kruger2011Disag-29674,
  year={2011},
  series={Working Paper Series / Department of Economics},
  title={Disagreement, Uncertainty and the True Predictive Density},
  number={2011-43},
  author={Krüger, Fabian and Nolte, Ingmar}
}
kops.citation.iso690KRÜGER, Fabian, Ingmar NOLTE, 2011. Disagreement, Uncertainty and the True Predictive Densitydeu
kops.citation.iso690KRÜGER, Fabian, Ingmar NOLTE, 2011. Disagreement, Uncertainty and the True Predictive Densityeng
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temp.internal.duplicates<p>Keine Dubletten gefunden. Letzte Überprüfung: 22.01.2015 13:00:17</p>deu

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