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...
| Päätekijä: | |
|---|---|
| Muut tekijät: | |
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2017.
|
| Sarja: | IMF Working Papers; Working Paper ;
No. 2017/219 |
| Linkit: | Full text available on IMF |