Herding behavior of business cycle forecasters

B-Tier
Journal: International Journal of Forecasting
Year: 2016
Volume: 32
Issue: 1
Pages: 23-33

Authors (3)

Rülke, Jan-Christoph (not in RePEc) Silgoner, Maria (Oesterreichische Nationalbank) Wörz, Julia (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using a large international data set, we analyze whether business cycle forecasters herd or anti-herd. In general, we find evidence for anti-herding, i.e. forecasters appear to scatter their forecasts deliberately away from the forecasts of others. Anti-herding tends to be more prevalent for the longer (next year) horizon. There is some evidence for a reduced level of anti-herding at times of increased forecast uncertainty and when the forecasts are being revised more substantially.

Technical Details

RePEc Handle
repec:eee:intfor:v:32:y:2016:i:1:p:23-33
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-29