Dispersion and Uncertainty in Density Forecasts: Evidence from Surveys of Professional Forecasters

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TITLE:

Dispersion and Uncertainty in Density Forecasts: Evidence from Surveys of Professional Forecasters

ABSTRACT

This dissertation studies patterns of dispersion in density forecasts as reported in surveys of professional forecasters. We pay special attention to the role of uncertainty in explaining dispersion in professional forecasters’ density forecasts of real output growth and inflation. We also consider the relationship between survey design and forecaster behavior. The last chapter explores the characteristics of forecaster expectations relative to actual outcomes, using probability integral transforms.

PRESENTER

LI You
PhD Candidate
School of Economics
Singapore Management University

DISSERTATION COMMITTEE:

Chair:
Professor Anthony TAY
Associate Professor of Economics
Associate Dean (Postgraduate)
Programme Director, PGR

Committee Members:

Professor TSE Yiu Kuen
Professor of Economics
Member, University Tribunal

Professor CHOW Hwee Kwan
Professor of Economics and Statistics (Practice)
Academic Director, Global Impact Scholarship Award

External Member:
Professor Aurobindo GHOSH
Assistant Professor of Finance (Education)

RESEARCH FIELDS

Macroeconomics, Monetary Policy, Financial Econometrics

DATE:

31 May 2018 (Thursday)

TIME:

3.00pm

VENUE:

Seminar Room 5.1, Level 5
School of Economics
Singapore Management University
90 Stamford Road
Singapore 178903