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...
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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2017.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2017/219 |
| Online adgang: | Full text available on IMF |