Measuring macroeconomic disagreement – A mixed frequency approach
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DOI: 10.1016/j.jebo.2021.07.011
Abstract: Abstract We propose a new measure of macroeconomic disagreement, using dispersions of forecasts of a wide range of financial, activity and inflation variables from both household and professional surveys at various frequencies. With a mixed-frequency… read more here.
Keywords: disagreement; macroeconomic disagreement; measuring macroeconomic; disagreement mixed ... See more keywords