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Expert opinion versus expertise in forecasting

机译：专家意见与预测专业知识

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Expert opinion is an opinion given by an expert, and it can have significant value in forecasting key policy variables in economics and finance. Expert forecasts can either be expert opinions, or forecasts based on an econometric model. An expert forecast that is based on an econometric model is replicable, and can be defined as a replicable expert forecast (REF), whereas an expert opinion that is not based on an econometric model can be defined as a non-replicable expert forecast (Non-REF). Both REF and Non-REF may be made available by an expert regarding a policy variable of interest. In this paper, we develop a model to generate REF, and compare REF with Non-REF. A method is presented to compare REF and Non-REF using efficient estimation methods, and a direct test of expertise on expert opinion is given. The latter serves the purpose of investigating whether expert adjustment improves the model-based forecasts. Illustrations for forecasting pharmaceutical stock keeping unit (SKUs), where the econometric model is of (variations of) the autoregressive integrated moving average model (ARIMA) type, show the relevance of the new methodology proposed in the paper. In particular, experts possess significant expertise, and expert forecasts are significant in explaining actual sales.
机译：专家意见是专家给出的意见，在预测经济和金融领域的关键政策变量时可能具有重要价值。专家预测可以是专家意见，也可以是基于计量经济学模型的预测。基于计量经济学模型的专家预测是可复制的，可以定义为可复制的专家预测（REF），而不基于计量经济学模型的专家意见可以定义为不可复制的专家预测（非-REF）。专家可以针对感兴趣的策略变量提供REF和Non-REF。在本文中，我们开发了一个生成REF的模型，并将REF与Non-REF进行比较。提出了一种使用有效估计方法比较REF和Non-REF的方法，并给出了专家意见的直接专业知识测试。后者的目的是调查专家的调整是否会改善基于模型的预测。计量经济学模型是自回归综合移动平均模型（ARIMA）类型（的变型）的预测药品存货单位（SKU）的插图显示了本文提出的新方法的相关性。特别是，专家拥有大量的专业知识，而专家的预测对于解释实际销售额也很重要。

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