Sectoral Uncertainty
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- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CESifo Working Paper Series 10034, CESifo.
- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CAMA Working Papers 2022-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
References listed on IDEAS
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More about this item
Keywords
Dynamic Factor; Uncertainty; Stochastic Volatility; Sectors;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
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