A New Way to Quantify the Effect of Uncertainty
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More about this item
KeywordsBaysian estimation; uncertainty; stochastic volatility; zero lower bound;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-05-21 (All new papers)
- NEP-DGE-2017-05-21 (Dynamic General Equilibrium)
- NEP-MAC-2017-05-21 (Macroeconomics)
- NEP-ORE-2017-05-21 (Operations Research)
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