A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts

International Journal of Forecasting

Volumn 22, Issue 2, 2006, Pages 373-393

  Davies, Antony ^a,b  

^a GEORGE MASON UNIVERSITY   (United States)

^b DUQUESNE UNIVERSITY   (United States)

Author keywords

Error measures; Evaluating forecasts; Inflation; Inflation forecasting; Multidimensional; Panel data; Rationality; Shocks; Survey of Professional Forecasters; Volatility; Volatility forecasting

Indexed keywords

EID: 33645735044     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.09.007     Document Type: Article

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