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Fear, overconfidence, and fundamental uncertainty shocks

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  • Gene Ambrocio

Abstract

I study the effects of expected and realized uncertainty on Euro area macroeconomic conditions. I use a range of expected and realized uncertainty measures including those based on survey forecasts and find that the effects of expected uncertainty vanish once realized uncertainty is accounted for when using financial or news media-based measures. On the other hand, shocks to a survey-based measure of expected uncertainty do appear to have dampening effects.

Suggested Citation

  • Gene Ambrocio, 2021. "Fear, overconfidence, and fundamental uncertainty shocks," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 760-764, May.
    • Handle: RePEc:taf:apeclt:v:28:y:2021:i:9:p:760-764
    DOI: 10.1080/13504851.2020.1776830
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    Cited by:

    1. Helmut Herwartz & Alexander Lange, 2024. "How certain are we about the role of uncertainty in the economy?," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 126-149, January.
    2. Ambrocio, Gene, 2020. "European household and business expectations during COVID-19: Towards a v-shaped recovery in confidence?," BoF Economics Review 6/2020, Bank of Finland.

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