✦ LIBER ✦

THE MISSING LINK BETWEEN INFLATION UNCERTAINTY AND INTEREST RATES

✍ Scribed by Hakan Berument; Zubeyir Kilinc; Umit Ozlale

Book ID: 110743815
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 163 KB
Volume: 52
Category: Article
ISSN: 0036-9292
DOI: 10.1111/j.0036-9292.2005.00342.x

No coin nor oath required. For personal study only.

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## Abstract Using a standard decomposition of forecast errors into common and idiosyncratic shocks, we show that aggregate forecast uncertainty can be expressed as the disagreement among the forecasters plus the perceived variability of future aggregate shocks. Thus the reliability of disagreement