distributions to baseline-projections of an economic or social random variable-for example gross domestic product growth, inflation … methodology also decomposes the variance and skewness of the predictive distribution accounting for the shares of selected risk … and skewness of world gross domestic product growth are associated with ex-ante information of four risk factors: term …

crisis. Within a partial investment model, two kinds of uncertainty are introduced: volatility and disaster risk. The article … uncertainty modeled as Brownian motions. The article provides a comprehensive picture of short- and long-term volatility effects …

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …