Browsing Working Papers of the Priority Programme 1859 – Experience and Expectation. Historical Foundations of Economic Behaviour by Subject "survey forecasts"

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2023-01Diskussionspapier

Testing for Differences in Survey-Based Density Expectations. A Compositional Data Approach

Dovern, Jonas; Glas, Alexander; Kenny, Geoff

We propose to treat survey-based density expectations as compositional data when testing either for heterogeneity in density forecasts across different groups of agents or for changes over time. Monte Carlo simulations ...