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A Survey of Alternative Measures of Macroeconomic Uncertainty : Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?

David, Alexander; Veronesi, Pietro - 2022

In the past twenty years, measures of economic uncertainty have been developed that are either purely market price-based, structural model-based using data on real fundamentals and asset prices, text-based, or survey-based. We compare the performance of these uncertainty measures in forecasting...

Persistent link: https://www.econbiz.de/10013294567

Measuring China's core inflation for forecasting purposes : taking persistence as weight

Fan, Zhiyong; Hu, Yushan; Zhang, Penglong - In: Empirical economics : a quarterly journal of the … 63 (2022) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10013440278

New Eurocoin : tracking economic growth in real time

Altissimo, Filippo; Altissimo, Filippe; Cristadoro, Riccardo - 2007

Persistent link: https://www.econbiz.de/10013443345

Measuring real activity using a weekly economic index

Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - In: Journal of applied econometrics 37 (2022) 4, pp. 667-687

Persistent link: https://www.econbiz.de/10013332679

Künstliche neuronale Netze zur Risikomessung bei Aktien und Renten : am Beispiel deutscher Lebensversicherungsunternehmen

Rauscher, Markus - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013420595

Measuring predictibility : theory and macroeconomic applications

Diebold, Francis X. - 2000

Persistent link: https://www.econbiz.de/10013423062

Measuring systemic risk using multivariate quantile-located ES models

Garcia-Jorcano, Laura; Sanchis-Marco, Lidia - In: Journal of financial econometrics 21 (2023) 1, pp. 1-72

Persistent link: https://www.econbiz.de/10013542847

Cybersecurity risk

Florackis, Chris; Louca, Christodoulos; Michaely, Roni; … - In: The review of financial studies 36 (2023) 1, pp. 351-407

Persistent link: https://www.econbiz.de/10013547859

Caveat utilitor : a comparative assessment of resilience measurement approaches

Upton, Joanna; Constenla-Villoslada, Susana; Barrett, … - In: Journal of development economics 157 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013477838

Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study

Nonejad, Nima - In: International review of financial analysis 83 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013455034

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