Measuring Global and Country-Specific Uncertainty /
Motivated by the literature on the capital asset pricing model, we decompose the uncertainty of a typical forecaster into common and idiosyncratic uncertainty. Using individual survey data from the Consensus Forecasts over the period of 1989-2014, we develop monthly measures of macroeconomic uncerta...
| Yazar: | Ozturk, Ezgi |
|---|---|
| Diğer Yazarlar: | Sheng, Xuguang Simon |
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2017.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2017/219 |
| Online Erişim: | Full text available on IMF |
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