Browsing Working Papers of the Priority Programme 1859 – Experience and Expectation. Historical Foundations of Economic Behaviour by Subject "forecaster disagreement"
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2020-12DiskussionspapierExpectation dispersion, uncertainty, and the reaction to news Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find ...