四舍五入对专业预测者调查中衰退概率和产出增长直方图影响的实证研究

An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms

Journal of Money, Credit and Banking · 2011
被引 21
人大 A-ABS 4

中文导读

研究了专业预测者调查中受访者四舍五入概率预测和产出增长分布的行为,发现约四分之一的预测不一致可由四舍五入解释。

Abstract

I consider the possibility that respondents to the Survey of Professional Forecasters round their probability forecasts of the event that real output will decline in the future, as well as their reported output growth probability distributions. I make various plausible assumptions about respondents’ rounding practices, and show how these impinge upon the apparent mismatch between probability forecasts of a decline in output and the probabilities of this event implied by the annual output growth histograms. I find that rounding accounts for about a quarter of the inconsistent pairs of forecasts.

概率预测取整专业预测者调查产出下降概率产出增长直方图