Measuring forecast uncertainty by disagreement: The missing link

Author:

Lahiri Kajal,Sheng Xuguang

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference42 articles.

1. Analysts' forecasts as proxies for investor beliefs in empirical research;Abarbanell;Journal of Accounting and Economics,1995

2. Are there any reliable leading indicators for US inflation and GDP growth?;Banerjee;International Journal of Forecasting,2006

3. Using analysts' forecasts to measure properties of analysts' information environment;Barron;Accounting Review,1998

4. Information and diversity of analyst opinion;Barry;Journal of Financial and Quantitative Analysis,1992

5. Survey vs. ARCH measures of inflation uncertainty;Batchelor;Oxford Bulletin of Economics and Statistics,1993

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