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Do Current Account Forecasters Herd? Evidence from the Euro Area and the G7 Countries

机译：经常账户预测员会成群吗？来自欧元区和七国集团国家的证据

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摘要

Data from the Consensus Economics Forecast Poll is used to analyze how current account forecasters form expectations. The results suggest that forecasts do not satisfy traditional unbiasedness and orthogonality criteria for forecast rationality. In addition, this paper finds anti-herding behavior among forecasters for the euro area and G7 countries. It also shows that the cross-sectional heterogeneity with regard to anti-herding is associated with cross-sectional heterogeneity in forecast accuracy. More specifically, this paper finds some evidence indicating that forecasters who tend to herd provide more accurate forecasts than their colleagues who follow an anti-herding strategy.
机译：来自共识经济学预测民意测验的数据用于分析经常账户预测者如何形成期望。结果表明，预测不满足预测合理性的传统无偏和正交性标准。此外，本文还发现了欧元区和G7国家的预测者之间的反羊群行为。它还表明，与反羊群有关的横截面异质性与预测准确性方面的横截面异质性相关。更具体地说，本文发现了一些证据表明，倾向于放牧的预报员比遵循反放牧策略的同事提供的预报更准确。

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  • 来源
    《Review of international economics》 |2012年第2期|p.221-236|共16页
  • 作者

    Michael Frenkel; Jan-C. Rülke; Lilli Zimmermann;

  • 作者单位

    Chair of Macroeconomics and International Economics, WHU—Otto Beisheim School of Management, 56179 Vallendar, Germany;

    Chair of Macroeconomics and International Economics and CEUS (Center for European Studies).;

    Chair of Macroeconomics and International Eco-nomics and CEUS (Center for European Studies), WHU—Otto Beisheim School of Management.;

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