Measuring Global and Country-Specific Uncertainty
October 30, 2017
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Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Consumption, Financial services, Industrial production, Labor, Long term interest rates, National accounts, Production, Short term interest rates, Unemployment rate
Keywords: Capital Asset Pricing Model, Common Uncertainty, Consensus Forecasts, Consumption, Economic policy, Global, Global Uncertainty, Idiosyncratic Uncertainty, Industrial production, Interest rate, Long term interest rates, Recession episode, Return volatility, Short term interest rates, Standard deviation, Survey Forecast, Uncertainty measure, Uncertainty shock, Unemployment rate, VSU estimate, WP
Publication Details
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Pages:
41
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2017/219
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Stock No:
WPIEA2017219
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ISBN:
9781484316597
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ISSN:
1018-5941
