Inconsistent Survey Histograms and Point Forecasts Revisited - Michael P Clements

Published: 27 May 2025| Version 1 | DOI: 10.17632/6zzwht77n4.1
Contributor:
Michael Clements

Description

The data and code are used to investigate the consistency between macro histogram and point forecasts. The "Read_Me Replication File .... explains the data and code. The associated journal article explains the empirical analysis and interpretation of the results.

Files

Steps to reproduce

See The "Read_Me Replication File ....". Briefly, the code is written in the Gauss Programming Language, and requires the Constrained Optimization module. It also includes code written in STATA. The data come from Philadelphia Fed websites, as listed in the paper.

Institutions

  • University of Reading Henley Business School

Categories

Macroeconomics, Macroeconomic Outlook, Forecasting of Production

Licence