When are GDP forecasts updated? Evidence from a large international panel

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 120
Issue: 3
Pages: 521-524

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

Based on a large international panel of surveyed GDP forecasts I analyze the frequency of forecast revisions and the factors that influence the likelihood of forecast revisions. I find that each month on average 40%–50% of forecasters revise their forecasts. In addition, I find that the likelihood of forecast revisions significantly depends on a number of factors such as the forecast horizon, the business-cycle, or strategic interactions between forecasters. My results suggest that a realistic modeling of expectations/forecasts of agents has to take into account cross-sectional heterogeneity, strategic interaction between agents, and effects of the economic environment—features that existing models such as the sticky information framework are missing.

Technical Details

RePEc Handle
repec:eee:ecolet:v:120:y:2013:i:3:p:521-524
Journal Field
General
Author Count
1
Added to Database
2026-01-25