预测预测错误的迹象

N. Solferino, R. Waldmann
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引用次数: 2

摘要

预测误差的迹象可以用个人预测和对同一变量的早期预测的平均值之间的差异来预测。在不恶化预测的情况下改善预测是可能的。这一结果很难与理性预期假设相一致,因为早期预测的平均值是在预测者的信息集中
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Predicting the Signs of Forecast Errors
The signs of forecast errors can be predicted using the difference between individuals' forecasts and the average of earlier forecasts of the same variable. It is possible to improve forecasts without worsening any. It is difficult to reconcile this result with the rational expectations hypothesis, because the average of earlier forecasts is in the information set of the forecasters
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