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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Бібліографічні деталі
Автор: Ozturk, Ezgi
Інші автори: Sheng, Xuguang Simon
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2017.
Серія:IMF Working Papers; Working Paper ; No. 2017/219
Онлайн доступ:Full text available on IMF