Tyler Cowen asks the above question. I don’t have a full answer, but, in the Economics section of A Quantitative Tour of the Social Sciences, Richard Clarida discusses in detail the ways that researchers have tried to estimate the extent to which government or private forecasts supply additional information.
If this was an opportunity to plug your book, it's also an opportunity for me to compliment it. I've liked the chapters I've read. Haven't read this one yet.
Thanks! And, remember, it's never too late to review it on Amazon.