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Tito, Maria - 2020

Ample empirical research documents the negative effect of uncertainty on economic activity. Unexpected changes in macroeconomic conditions or doubts about the direction of future policy tend to be associated with lower capital investments, reduced hiring, and slower consumer spending

Persistent link: https://www.econbiz.de/10014092268

Measuring knightian uncertainty

Dibiasi, Andreas; Iselin, David - 2019

Uncertainty shapes the trajectory of business cycles and remains a central research topic in Macroeconomics. When studying the impact of uncertainty on the economy, economists use different uncertainty measures. While all indicators approximate uncertainty along some certain dimension, none of...

Persistent link: https://www.econbiz.de/10012005167

The behavior of uncertainty and disagreement and their roles in economic prediction : a panel analysis

Rich, Robert W.; Tracy, Joseph S. - 2017

This paper examines point and density forecasts from the European Central Bank's Survey of Professional Forecasters. We derive individual uncertainty measures along with individual point- and density-based measures of disagreement. We also explore the relationship between uncertainty and...

Persistent link: https://www.econbiz.de/10011604042

Measuring global and country-specific uncertainty

Ozturk, Ezgi O.; Sheng, Xuguang - In: Journal of international money and finance 88 (2018), pp. 276-295

Persistent link: https://www.econbiz.de/10012000947

Estimating macroeconomic uncertainty and discord using info-metrics

Lahiri, Kajal; Wang, Wuwei - 2019

We apply generalized beta and triangular distributions to histograms from the Survey of Professional Forecasters (SPF) to estimate forecast uncertainty, shocks and discord using information framework, and compare these with moment-based estimates. We find these two approaches to produce...

Persistent link: https://www.econbiz.de/10012024647

Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

Gong, Xu; Lin, Boqiang - In: Energy economics 67 (2017), pp. 315-327

Persistent link: https://www.econbiz.de/10011897926

Forecasting in turbulent times

Giannellis, Nikolaos; Hall, Stephen G.; Kouretas, … - In: Journal of forecasting 43 (2024) 4, pp. 819-826

Persistent link: https://www.econbiz.de/10014554031

On measuring uncertainty : snakes and ladders

Junankar, Pramod N. - 2016

measurement in influencing economic decisions. They attempt to measure uncertainty by indexes of volatility of the stock market … although risk can be measured, uncertainty cannot be measured. Even though risk can be measured, a simple symmetric measure … attempt at "measuring" risk or (fundamental) uncertainty is flawed. …

Persistent link: https://www.econbiz.de/10011543578

Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis

Istrefi, Klodiana; Mouabbi, Sarah - 2017

Persistent link: https://www.econbiz.de/10011647272

Subjective interest rate uncertainty and the macroeconomy : A cross-country analysis

Istrefi, Klodiana; Mouabbi, Sarah - In: Journal of international money and finance 88 (2018), pp. 296-313

Persistent link: https://www.econbiz.de/10012000950