Eliciting expectation uncertainty from private households

B-Tier
Journal: International Journal of Forecasting
Year: 2024
Volume: 40
Issue: 1
Pages: 113-123

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

Recently, much attention has been devoted to measuring macroeconomic (expectation) uncertainty and its impact on aggregate economic fluctuations. This paper presents a new qualitative measure of macroeconomic expectation uncertainty based on data from a German online survey of consumer expectations. The survey design works well. Elicited expectation uncertainty is related to data volatility and conventional measures of uncertainty as expected. Its dependency on socioeconomic factors is in line with previous evidence based on quantitative uncertainty measures. The new measure offers a very efficient way of eliciting expectation uncertainty and can be used to obtain uncertainty measures on many different expectations at a low cost.

Technical Details

RePEc Handle
repec:eee:intfor:v:40:y:2024:i:1:p:113-123
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25