Creating a “Smart” Conditional Consensus Forecast
Creating a “Smart” Conditional Consensus Forecast
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创建“智能”条件共识预测
DOI：
10.2469/faj.v64.n6.9
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发表时间：
2008
影响因子：
2.8
通讯作者：
TuracMarian
中科院分区：
文献类型：
--
作者：
D. BrownLawrence;D. GayGerald;TuracMarian
这项研究审查了分析师对1998年8月至2007年3月26项宏观经济统计数据的预测。四个研究问题是：（1）预测准确性是否持续？(2)这种持久性的决定因素是什么？(3)表现出这些特征的分析师是否比简单的共识做出更准确的预测？(4)基于个体表现出这些特征的“智能”共识是否比简单共识更准确？结果表明，分析师的预测准确性持续存在，是由长期过去的准确性和分析师的整体能力，在预测所有统计数据。
The study examined analyst forecasts of 26 macroeconomic statistics for August 1998 through March 2007. The four research questions were, (1) Does forecast accuracy persist? (2) What are the determinants of such persistence? (3) Do analysts who exhibit these characteristics make more accurate forecasts than the simple consensus? (4) Is a “smart” consensus that is based on individuals exhibiting these characteristics more accurate than the simple consensus? It was shown that analyst forecast accuracy persists and is determined by long-term past accuracy and the analyst’s overall ability in forecasting all statistics.