References on Measurement Issues
Carlson, John "A Study of Price Forecasts." Annals of Economic and Social Measurement 6 (Winter 1977), 27-56.
Cuikerman, A., and P. Wachtel. "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence." American Economic Review 69 (September, 1979), 595-609.
Cosimano, Thomas F. and Dennis W. Jansen. "Estimates of the Variance of U.S. Inflation Based Upon the ARCH Model." Journal of Money, Credit, and Banking 20 (August 1988), 409-21.
Davis, G., and B. Kanago. "Misspecification Bias in Models of the Effect of Inflation Uncertainty" Economics Letters 38 (1992): 325-29.
Davis, G. "Relative Uncertainty" Economics Letters 29, (1989): 307-310.
Engle, Robert. F. "Estimates of the Variance of U.S. Inflation Based Upon the ARCH Model." Journal of Money, Credit, and Banking 15 (August 1983), 286-301.
Juster, F. T. and R. Comment. "A Note on the Measurement of Price Expectations." mimeo, University of Michigan Research Center, (1980)
Zarnowitz, V., and L.A. Lambros. "Consensus and Uncertainty in Economic Prediction." Journal of Political Economy 95, (June, 1987), 591-621.