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Subjective and ex post forecast uncertainty : US inflation and output growth

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Figure

Table 3: Spearman rank order correlation coefficients between individual EAU and EPU esti-mates
Table 4: Interval coverage rates
Table 5:Summary of tests of individuals - Proportion of regressions for which we rejectE�wi,t|t−h�2 = 1
Figure 1: Output growth. Scatter plot of individual respondents’ weighted estimates of EAUand RMSE
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