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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| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2017.
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| 叢編: | IMF Working Papers; Working Paper ;
No. 2017/219 |
| 在線閱讀: | Full text available on IMF |