Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
Download full text from publisher
Other versions of this item:
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic uncertainty indices based on nowcast and forecast error distributions," Economics Working Papers 1477, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
- Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
- Nicholas Bloom, 2009. "The Impact of Uncertainty Shocks," Econometrica, Econometric Society, vol. 77(3), pages 623-685, May.
- Rossi, Barbara & Sekhposyan, Tatevik, 2014.
"Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set,"
International Journal of Forecasting,
Elsevier, vol. 30(3), pages 662-682.
- Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona Graduate School of Economics.
More about this item
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aea:aecrev:v:105:y:2015:i:5:p:650-55. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael P. Albert). General contact details of provider: http://edirc.repec.org/data/aeaaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.