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NATIONAL BUREAU OF ECONOMIC RESEARCH

Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk

Refet Gürkaynak, Justin Wolfers

Chapter in NBER book NBER International Seminar on Macroeconomics 2005 (2007), Jeffrey A. Frankel and Christopher Pissarides, editors (p. 11 - 50)
Conference held June 17-18, 2005
Published in May 2007 by MIT Press
in NBER Book Series NBER International Seminar on Macroeconomics

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This chapter first appeared as NBER working paper w11929, Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk, Refet Gurkaynak, Justin Wolfers
Commentary on this chapter:
  Comment, Adam Szeidl
  Comment, Christopher D. Carroll
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