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

Gürkaynak, Refet; Wolfers, Justin

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

(546 K)

Refet Gürkaynak, Justin Wolfers

Chapter in NBER book NBER International Seminar on Macroeconomics 2005 (2007), Jeffrey 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

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

This paper is available as PDF (546 K) or via email.

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

Refet Gürkaynak, Justin Wolfers

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