Macroeconomic forecasts and microeconomic forecasters

By O. Lamont. 2002

271 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Safety Research

View Paper: https://www.semanticscholar.org/paper/39fde94779e87645c95bf1f6e8b38fc35449fc7c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. O. Caglayan
2. Stephen J. Brown
3. Turan G. Bali
4. Torsten Brozynski
5. Marco Ottaviani
6. Peter Norman Sørensen
7. Philip Hans Franses
8. Rianne Legerstee

In Finance

1. M. O. Caglayan
2. Stephen J. Brown
3. Turan G. Bali
4. José María Liberti
5. Andrew Hertzberg
6. Torsten Brozynski
7. Marco Ottaviani
8. Peter Norman Sørensen

In Safety Research

1. Lukas Menkhoff
2. Torsten Brozynski
3. Marco Ottaviani
4. Peter Norman Sørensen
5. Philip Hans Franses
6. Rianne Legerstee
7. Ulrich Schmidt
8. José María Liberti

Citations in the corpus

• The strategy of professional forecasting (2006, background): “The importance of microeconomic incentives of forecasters and analysts is stressed by a number of recent empirical studies, such as Ehrbeck and Waldmann (1996), Graham (1999), Hong et al. (2000), Lamont (2002), Welch (2000), and Zitzewitz (2001a).”
• Speculative Betas: Speculative Betas (2016, unknown): “…evidence of disagreement among professional forecasters’ and households’ expectations about many macroeconomic state variables such as market earnings, industrial production growth and inflation (Cukierman and Wachtel (1979), Kandel and Pearson (1995), Mankiw et al. (2004), Lamont (2002)).”
• Do Analysts Herd? An Analysis of Recommendations and Market Reactions (2010, unknown): “Lamont (2002) and Gallo, Granger and Jeon (2002) examine herding among macroeconomic forecasters and Chevalier and Ellison (1999) examine herding among mutual fund managers.”
• Macroeconomic Risk and Hedge Fund Returns (2014, background): “There is also substantial evidence of disagreement among professional forecasters and investors on expectations about macroeconomic fundamentals (e.g., Kandel and Pearson (1995), Lamont (2002), Mankiw et al. (2004)).”
• Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation (2010, background): “12For other examples of empirical research that document the implicit incentives of career concerns see Gibbons and Murphy (1992); Ehrbeck and Waldmann (1996); Graham (1999); Hong, Kubik, and Solomon (2000); Brown, Goetzmann and Park (2001); Lamont (2002); and Hong and Kubik (2003).”
• Does Culture Influence Asset Managers? Views and Behavior? (2008, background): “…asset manager’s experience, age, and position, all implying her degree of establishment and self assessment (see e.g. Avery and Chevalier, 1999, and Lamont, 2002), her educational background, the size of company the asset manager is working for (expressed in worldwide assets under management) as…”
• Combining SKU-level sales forecasts from models and experts (2009, background): “This estimated quadratic effect clearly supports the findings in Lamont (2002).”
• Surveying business uncertainty (2019, unknown): “See, for example, Lamont (2002) and Marinovic et al. (2013).”