Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence

By Michael Pedersen

Rating

1405
Battle Count: 43

Relevance

6/10
Insights on forecaster behavior and judgment persistence could be valuable for interpreting economic predictions in trading contexts

Implementation Complexity

4/10
Relatively straightforward statistical analysis, but requires access to specific forecast data

Reproducibility

3/5
Data from Bloomberg and methodology described, but specific code not provided

About this paper

Methodology: Empirical analysis of forecaster judgments. Problem types: Time Series Forecasting.

The interactive Everscope explorer (charts, battles, favorites) loads below.