Uncertainty of household inflation expectations: Reconciling point and density forecasts

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 234
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

We examine measures of uncertainty of household inflation expectations derived from matched point and density forecasts that are “reconciled”, where the mean (or the median) of the densities are matched to the point forecasts using exponential tilting.

Technical Details

RePEc Handle
repec:eee:ecolet:v:234:y:2024:i:c:s0165176523005128
Journal Field
General
Author Count
1
Added to Database
2026-01-29