CMStatistics 2021: Start Registration
View Submission - CMStatistics
B1221
Title: A Bayesian approach for inference on probabilistic surveys Authors:  Roberto Casarin - University Ca' Foscari of Venice (Italy) [presenting]
Federico Bassetti - Politecnico Milano (Italy)
Marco Del Negro - Federal Reserve Bank of New York (United States)
Abstract: A non-parametric Bayesian approach is proposed to the estimation of forecast densities in probabilistic surveys. We use it to study the evolution of the subjective forecast distribution for inflation from the U.S. Survey of Professional Forecasters over the past forty years.