Xuguang Simon Sheng
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Kajal Lahiri & Xuguang Sheng, 2010.
"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
Mentioned in:
Working papers
- Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2021.
"Stock Prices and Economic Activity in the Time of Coronavirus,"
NBER Working Papers
28320, National Bureau of Economic Research, Inc.
- Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2022. "Stock Prices and Economic Activity in the Time of Coronavirus," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(1), pages 32-67, March.
Cited by:
- Hanwen Chen & Siyi Liu & Xin Liu & Jiani Wang, 2022. "Opportunistic timing of management earnings forecasts during the COVID‐19 crisis in China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1495-1533, April.
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- Emrah Koçak & Umit Bulut & Angeliki N. Menegaki, 2022. "The resilience of green firms in the twirl of COVID‐19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 32-45, January.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022.
"The COVID-19 pandemic, policy responses and stock markets in the G20,"
International Economics, CEPII research center, issue 172, pages 77-90.
- Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2022. "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, Elsevier, vol. 172(C), pages 77-90.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021. "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series 9299, CESifo.
- INOUE Tomoo & OKIMOTO Tatsuyoshi, 2022. "Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines," Discussion papers 22011, Research Institute of Economy, Trade and Industry (RIETI).
- Jose Maria Barrero & Nicholas Bloom & Steven J. Davis, 2021.
"Internet Access and its Implications for Productivity, Inequality, and Resilience,"
NBER Working Papers
29102, National Bureau of Economic Research, Inc.
- Jose Maria Barrero & Nicholas Bloom & Steven J. Davis, 2021. "Internet access and its implications for productivity, inequality and resilience," CEP Discussion Papers dp1799, Centre for Economic Performance, LSE.
- Jose Maria Barrero & Nicholas Bloom & Steven J. Davis, 2021. "Internet access and its implications for productivity, inequality and resilience," POID Working Papers 017, Centre for Economic Performance, LSE.
- Maria Barrero, Jose & Bloom, Nicholas & Davis, Steven J., 2021. "Internet access and its implications for productivity, inequality and resilience," LSE Research Online Documents on Economics 113869, London School of Economics and Political Science, LSE Library.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022.
"State-level economic policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022. "State-Level Economic Policy Uncertainty," IZA Discussion Papers 15156, Institute of Labor Economics (IZA).
- Scott R. Baker & Steven J. Davis & Jeffrey A. Levy, 2022. "State-Level Economic Policy Uncertainty," NBER Working Papers 29714, National Bureau of Economic Research, Inc.
- Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023.
"Text-Based Recession Probabilities,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
- Ambrocio, Gene & Hasan, Iftekhar, 2022. "Belief polarization and Covid-19," Bank of Finland Research Discussion Papers 10/2022, Bank of Finland.
- Jens Klose & Peter Tillmann, 2022.
"The Real and Financial Impact of COVID-19 Around the World,"
MAGKS Papers on Economics
202201, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens & Tillmann, Peter, 2022. "The Real and Financial Impact of COVID-19 Around the World," VfS Annual Conference 2022 (Basel): Big Data in Economics 264030, Verein für Socialpolitik / German Economic Association.
- Sha, Yezhou & Zhang, Yong & Lu, Xiaomeng, 2022. "Household investment diversification amid Covid-19 pandemic: Evidence from Chinese investors," Finance Research Letters, Elsevier, vol. 47(PA).
- Klose, Jens & Tillmann, Peter, 2023.
"Stock market response to Covid-19, containment measures and stabilization policies—The case of Europe,"
International Economics, Elsevier, vol. 173(C), pages 29-44.
- Jens Klose & Peter Tillmann, 2022. "Stock Market Response to Covid-19, Containment Measures and Stabilization Policies - The Case of Europe," MAGKS Papers on Economics 202208, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jens Klose, 2022.
"European Exchange Rate Adjustments in Response to COVID-19, Containment Measures and Stabilization Policies,"
MAGKS Papers on Economics
202220, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens, 2023. "European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies," Economic Modelling, Elsevier, vol. 128(C).
- Ritika Jain & Rajnish Kumar, 2023. "Effect of COVID‐19 Lockdown on the Profitability of Firms in India," Economic Papers, The Economic Society of Australia, vol. 42(1), pages 54-71, March.
- Elif C. Arbatli & Steven J. Davis & Arata Ito & Naoko Miake, 2017.
"Policy Uncertainty In Japan,"
NBER Working Papers
23411, National Bureau of Economic Research, Inc.
- Ms. Elif C Arbatli Saxegaard & Steven J Davis & Arata Ito & Naoko Miake & Ikuo Saito, 2017. "Policy Uncertainty in Japan," IMF Working Papers 2017/128, International Monetary Fund.
- Arbatli Saxegaard, Elif C. & Davis, Steven J. & Ito, Arata & Miake, Naoko, 2022. "Policy uncertainty in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Ferrara, Laurent & Sheng, Xuguang Simon, 2022. "Guest editorial: Economic forecasting in times of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 527-528.
- Lv, Wendai & Qi, Jipeng & Feng, Jing, 2023. "Economic policy uncertainty and environmental governance company volatility: Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
- Jens Klose & Peter Tillmann, 2023. "The stock market and NO2 emissions effects of COVID‐19 around the world," Economics and Politics, Wiley Blackwell, vol. 35(2), pages 556-594, July.
- Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.
- Taewoo Kim & Hyuk Shawn, 2022. "Conservative Financial Reporting and Resilience to the Financial Crisis," Sustainability, MDPI, vol. 14(14), pages 1-11, July.
- Brent Meyer & Nicholas B. Parker & Xuguang Sheng, 2021.
"Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation,"
FRB Atlanta Working Paper
2021-12a, Federal Reserve Bank of Atlanta.
- Brent H. Meyer & Nicholas B. Parker & Xuguang Simon Sheng, 2021. "Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation," Working Papers 2021-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Nov 2021.
- Brent Meyer & Xuguang Sheng, 2024. "Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation," FRB Atlanta Working Paper 2021-12b, Federal Reserve Bank of Atlanta.
Cited by:
- Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Zidong An & Salem Abo‐Zaid & Xuguang Simon Sheng, 2023. "Inattention and the impact of monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 623-643, June.
- Brent Meyer & Brian Prescott & Xuguang Sheng, 2020.
"The Impact of the COVID-19 Pandemic on Business Expectations,"
FRB Atlanta Working Paper
2020-17, Federal Reserve Bank of Atlanta.
- Meyer, Brent H. & Prescott, Brian & Sheng, Xuguang Simon, 2022. "The impact of the COVID-19 pandemic on business expectations," International Journal of Forecasting, Elsevier, vol. 38(2), pages 529-544.
- Brent H. Meyer & Brian Prescott & Xuguang Simon Sheng, 2020. "The Impact of the COVID-19 Pandemic on Business Expectations," Working Papers 2020-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
Cited by:
- Muntazir Hussain & Usman Bashir & Ramiz Ur Rehman, 2024. "Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 183-203, March.
- Brent Meyer & Xuguang Sheng, 2024.
"Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation,"
FRB Atlanta Working Paper
2021-12b, Federal Reserve Bank of Atlanta.
- Brent H. Meyer & Nicholas B. Parker & Xuguang Simon Sheng, 2021. "Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation," Working Papers 2021-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Nov 2021.
- Brent Meyer & Nicholas B. Parker & Xuguang Sheng, 2021. "Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation," FRB Atlanta Working Paper 2021-12a, Federal Reserve Bank of Atlanta.
- Nasir Ali & Muhammad Zia Ur Rehman & Badar Nadeem Ashraf & Falik Shear, 2022. "Corporate Dividend Policies during the COVID-19 Pandemic," Economies, MDPI, vol. 10(11), pages 1-12, October.
- Bashir Adelowo Wahab & Adamu Jibir & Musa Abdu, 2024. "COVID-19 Pandemic and Household Entrepreneurship in Nigeria: Do Crises Create Necessity-driven and/or Innovative Entrepreneurship?," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(2), pages 270-286, May.
- Olivier Armantier & Gizem Koşar & Rachel Pomerantz & Daphne Skandalis & Kyle Smith & Giorgio Topa & Wilbert Van der Klaauw, 2020.
"How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic,"
Staff Reports
949, Federal Reserve Bank of New York.
- Armantier, Olivier & Koşar, Gizem & Pomerantz, Rachel & Skandalis, Daphné & Smith, Kyle & Topa, Giorgio & van der Klaauw, Wilbert, 2021. "How economic crises affect inflation beliefs: Evidence from the Covid-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 443-469.
- Kedwadee Sombultawee & Pattama Lenuwat & Natdanai Aleenajitpong & Sakun Boon-itt, 2022. "COVID-19 and Supply Chain Management: A Review with Bibliometric," Sustainability, MDPI, vol. 14(6), pages 1-21, March.
- Mariusz Zieliński, 2022. "The Effect of the COVID-19 Pandemic on the Labor Markets of the Visegrad Countries," Sustainability, MDPI, vol. 14(12), pages 1-20, June.
- Meyer, Brent H. & Prescott, Brian C. & Sheng, Xuguang Simon, 2023.
"The impact of supply chain disruptions on business expectations during the pandemic,"
Energy Economics, Elsevier, vol. 126(C).
- Brent Meyer & Brian Prescott & Xuguang Sheng, 2023. "The Impact of Supply Chain Disruptions on Business Expectations during the Pandemic," FRB Atlanta Working Paper 2023-12, Federal Reserve Bank of Atlanta.
- Leping Huang & Yuning Cao & Yingfu Zhu, 2023. "Is there any recovery power for economic growth from green finance? Evidence from OECD member countries," Economic Change and Restructuring, Springer, vol. 56(6), pages 3909-3926, December.
- Muhammad Abdus Salam & Sheikh Marufa Nabila & Tonmoy Dey & Fatema Chowdhury, 2022. "Reflection of Customers’ Preference for Offline Shopping amid Covid-19: A Post Vaccination Analysis in Bangladesh," International Business Research, Canadian Center of Science and Education, vol. 15(6), pages 1-39, June.
- Simionescu, Mihaela & Raišienė, Agota Giedrė, 2021. "A bridge between sentiment indicators: What does Google Trends tell us about COVID-19 pandemic and employment expectations in the EU new member states?," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
- Nguyen Duc Kien & Pham Xuan Hung & Truong Tan Quan & Nguyen Minh Hien, 2023. "The COVID-19 Pandemic Impact and Responses in Emerging Economies: Evidence from Vietnamese Firms," Economies, MDPI, vol. 11(1), pages 1-16, January.
- Sass, Magdolna & Gál, Zoltán & S. Gubik, Andrea & Szunomár, Ágnes & Túry, Gábor, 2022. "A koronavírus-járvány kezelése a külföldi tulajdonú magyarországi vállalatoknál [The effects and handling of the Covid-19 pandemic by foreign-owned firms in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 758-780.
- Woraphon Yamaka & Paravee Maneejuk & Rungrapee Phadkantha & Wiranya Puntoon & Payap Tarkhamtham & Tatcha Sudtasan, 2023. "Survival and Duration Analysis of MSMEs in Chiang Mai, Thailand: Evidence from the Post-COVID-19 Recovery," Mathematics, MDPI, vol. 11(4), pages 1-21, February.
- Azhgaliyeva, Dina & Mishra, Ranjeeta & Long, Trinh & Morgan, Peter & Kodama, Wataru, 2022. "Impacts of COVID-19 on Households’ Business, Employment and School Education: Evidence from Household Survey in CAREC Countries," ADBI Working Papers 1335, Asian Development Bank Institute.
- Omrane Guedhami & April Knill & William Megginson & Lemma W. Senbet, 2023. "Economic impact of COVID-19 across national boundaries: The role of government responses," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 54(7), pages 1278-1297, September.
- Stephen J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2020.
"Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus,"
Working Papers
2020-156, Becker Friedman Institute for Research In Economics.
Cited by:
- Ricardo J. Caballero & Alp Simsek, 2020.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock,"
NBER Working Papers
27044, National Bureau of Economic Research, Inc.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
- Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- Ren, Zhaomin & Zhang, Xuan & Zhang, Zhekai, 2021. "New evidence on COVID-19 and firm performance," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 213-225.
- Ricardo J. Caballero & Alp Simsek, 2020.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock,"
NBER Working Papers
27044, National Bureau of Economic Research, Inc.
- Tomasz Łyziak & Xuguang Sheng, 2018.
"Disagreement in consumer inflation expectations,"
NBP Working Papers
278, Narodowy Bank Polski.
- Tomasz Łyziak & Xuguang Simon Sheng, 2023. "Disagreement in Consumer Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2215-2241, December.
Cited by:
- Carlos Medel, 2021. "Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile," Working Papers Central Bank of Chile 899, Central Bank of Chile.
- Paulina Ziembińska, 2021. "Quality of Tests of Expectation Formation for Revised Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 405-453, December.
- Mazumder, Sandeep, 2021. "The reaction of inflation forecasts to news about the Fed," Economic Modelling, Elsevier, vol. 94(C), pages 256-264.
- Yongchen Zhao, 2022.
"Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
- Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
- Ezgi O. Ozturk & Xuguang Simon Sheng, 2017.
"Measuring Global and Country-Specific Uncertainty,"
IMF Working Papers
2017/219, International Monetary Fund.
- Ozturk, Ezgi O. & Sheng, Xuguang Simon, 2018. "Measuring global and country-specific uncertainty," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 276-295.
Cited by:
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021.
"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Working Papers
2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
CEPII Policy Brief
2017-20, CEPII research center.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.
- Chris Redl, 2019.
"Uncertainty Matters: Evidence from Close Elections,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2019,
National Bureau of Economic Research, Inc.
- Redl, Chris, 2018. "Uncertainty matters: evidence from close elections," Bank of England working papers 722, Bank of England.
- Redl, Chris, 2020. "Uncertainty matters: Evidence from close elections," Journal of International Economics, Elsevier, vol. 124(C).
- Boonlert Jitmaneeroj & Michael Lamla, 2018.
"The Implications of Central Bank Transparency for Uncertainty and Disagreement,"
KOF Working papers
18-445, KOF Swiss Economic Institute, ETH Zurich.
- Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019. "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 222-240.
- Jitmaneeroj, Boonlert & Lamla, Michael J & Wood, Andrew, 2018. "The Implications of Central Bank Transparency for Uncertainty and Disagreement," Essex Finance Centre Working Papers 23347, University of Essex, Essex Business School.
- Steve Brito & Mr. Yan Carriere-Swallow & Bertrand Gruss, 2018. "Disagreement about Future Inflation: Understanding the Benefits of Inflation Targeting and Transparency," IMF Working Papers 2018/024, International Monetary Fund.
- He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin, 2021. "How stable are corporate capital structures? International evidence," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Hantzsche, Arno, 2022. "Fiscal uncertainty and sovereign credit risk," European Economic Review, Elsevier, vol. 148(C).
- Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020.
"Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 207-217.
- Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018. "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers 201867, University of Pretoria, Department of Economics.
- Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020.
"The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries,"
Energy Economics, Elsevier, vol. 91(C).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers 202024, University of Pretoria, Department of Economics.
- Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020.
"Economic uncertainty and bank risk: Evidence from emerging economies,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
- Jeon, Bang & Wu, Ji & Yao, Yao & Chen, Minghua, 2019. "Economic uncertainty and bank risk: Evidence from emerging economies," School of Economics Working Paper Series 2019-8, LeBow College of Business, Drexel University.
- Oscar Claveria, 2021. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 483-505, May.
- Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020.
"Impact of global uncertainty on the global economy and large developed and developing economies,"
Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies," Globalization Institute Working Papers 303, Federal Reserve Bank of Dallas.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," CAMA Working Papers 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sangyup Choi & Davide Furceri & Seung Yong Yoo, 2024.
"Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment,"
CAMA Working Papers
2024-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sangyup Choi & Davide Furceri & Seung Yong Yoo, 2023. "Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment," Working papers 2023rwp-222, Yonsei University, Yonsei Economics Research Institute.
- Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Oscar Claveria, 2021. "On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 1-26, April.
- Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain, 2020. "Spillover among financial, industrial and consumer uncertainties. The case of EU member states," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Klodiana Istrefi & Sarah Mouabbi, 2017.
"Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis,"
Rue de la Banque, Banque de France, issue 48, september.
- K. Istrefi & S. Mouabbi, 2017. "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers 619, Banque de France.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- Kıvanç Karaman, K. & Yıldırım-Karaman, Seçil, 2019. "How does financial development alter the impact of uncertainty?," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 33-42.
- Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.
- Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Julius Loermann, 2021. "The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR," Empirical Economics, Springer, vol. 60(3), pages 1363-1385, March.
- Tihana Škrinjarić & Zrinka Orlović, 2020. "Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets," Mathematics, MDPI, vol. 8(7), pages 1-33, July.
- Evren Erdogan Cosar & Sayg�n Sahinoz, 2018.
"Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy,"
Working Papers
1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Saygin Sahinoz & Evren Erdogan Cosar, 2020. "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018.
"Financial and non-financial global stock market volatility shocks,"
Working Papers
2018-07, University of Tasmania, Tasmanian School of Business and Economics.
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"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Working Papers
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- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
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Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
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International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
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International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
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- Clements, Michael P, 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS) 976, University of Warwick, Department of Economics.
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"Disagreement à la Taylor: Evidence from Survey Microdata,"
Macroeconomics and Finance Series
201503, University of Hamburg, Department of Socioeconomics.
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- Jing Tian & Firmin Doko Tchatoka & Thomas Goodwin, 2022. "Are internally consistent forecasts rational?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1338-1355, November.
- Jonas Dovern & Matthias Hartmann, 2017.
"Forecast performance, disagreement, and heterogeneous signal-to-noise ratios,"
Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
- Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
- Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
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- Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
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- Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
- Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
- Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
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"Measuring Forecast Uncertainty by Disagreement: The Missing Link,"
ifo Working Paper Series
60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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Cited by:
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Time-varying Combinations of Predictive Densities using Nonlinear Filtering,"
Tinbergen Institute Discussion Papers
12-118/III, Tinbergen Institute.
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"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Working Papers
2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
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"Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
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ICMA Centre Discussion Papers in Finance
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- Barbara Rossi, 2019. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers 1162, Barcelona School of Economics.
- Thomas Post & Katja Hanewald, 2010. "Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior," SFB 649 Discussion Papers SFB649DP2010-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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- Lahiri, Kajal & Zhao, Yongchen, 2015. "Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 31(1), pages 51-62.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of EBC DP 2011-014)," Other publications TiSEM 2b92a09f-918e-4614-978d-0, Tilburg University, School of Economics and Management.
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"Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis,"
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- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
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"Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts,"
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- Tara M. Sinclair & Jeff Messina & Herman Stekler, 2014. "What Can We Learn From Revisions to the Greenbook Forecasts?," Working Papers 2014-14, The George Washington University, Institute for International Economic Policy.
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- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"What Does Forecaster Disagreement Tell Us about the State of the Economy?,"
Working Papers
2020-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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"Dimensions of macroeconomic uncertainty: A common factor analysis,"
ifo Working Paper Series
167, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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- Steffen R. Henzel & Malte Rengel, 2017. "Dimensions Of Macroeconomic Uncertainty: A Common Factor Analysis," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 843-877, April.
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"Evaluating the Conditionality of Judgmental Forecasts,"
Finance and Economics Discussion Series
2019-002, Board of Governors of the Federal Reserve System (U.S.).
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- Yanwei Jia & Jussi Keppo & Ville Satopää, 2023. "Herding in Probabilistic Forecasts," Management Science, INFORMS, vol. 69(5), pages 2713-2732, May.
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"“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”,"
AQR Working Papers
201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers 201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
- Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013.
"Inflation fan charts, monetary policy and skew normal distribution,"
Discussion Papers in Economics
13/06, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Division of Economics, School of Business, University of Leicester.
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- Martinez, Andrew & Schibuola, Alex, 2021. "The Expectations Gap: An Alternative Measure of Economic Slack," Working Papers 11284, George Mason University, Mercatus Center.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020.
"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
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- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
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"Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers,"
Working Papers
2016-14, Towson University, Department of Economics, revised Jul 2016.
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"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
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- Maurizio Bovi, 2016. "The tale of two expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(6), pages 2677-2705, November.
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"Measuring uncertainty in the stock market,"
International Review of Economics & Finance, Elsevier, vol. 48(C), pages 18-33.
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"Signals from the government: Policy disagreement and the transmission of fiscal shocks,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 107-118.
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"Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
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- Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 95-114, May.
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"Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters,"
Working Papers
0612, University of Heidelberg, Department of Economics.
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"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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"Appropriate monetary policy and forecast disagreement at the FOMC,"
Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
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"Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts,"
ICMA Centre Discussion Papers in Finance
icma-dp2020-01, Henley Business School, University of Reading.
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"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
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"Does Disagreement amongst Forecasters have Predictive Value?,"
Tinbergen Institute Discussion Papers
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- Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014.
"Evaluating FOMC forecast ranges: an interval data approach,"
Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
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"The role of expectations for currency crisis dynamics—The case of the Turkish lira,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
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"Eliciting expectation uncertainty from private households,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 113-123.
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""Employment uncertainty a year after the irruption of the covid-19 pandemic","
IREA Working Papers
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- Nakajima, Jouchi, 2022. "Macroeconomic uncertainty matters: A nonlinear effect of financial volatility on real economic activity," Discussion paper series HIAS-E-121, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
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"Efficient estimation of forecast uncertainty based on recent forecast errors,"
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"Forecast performance, disagreement, and heterogeneous signal-to-noise ratios,"
Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
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- Oscar Claveria, 2020.
"Measuring and assessing economic uncertainty,"
IREA Working Papers
202011, University of Barcelona, Research Institute of Applied Economics, revised Jul 2020.
- Oscar Claveria, 2020. "“Measuring and assessing economic uncertainty”," AQR Working Papers 2012003, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2020.
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"Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior,"
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"Perceived monetary policy uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
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- Philip Hans Franses & Max Welz, 2022.
"Evaluating heterogeneous forecasts for vintages of macroeconomic variables,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 829-839, July.
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"Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty,"
Working Papers
0574, University of Heidelberg, Department of Economics.
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"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
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"Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-18, March.
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"Disagreement Among Forecasters in G7 Countries,"
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- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
- Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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"The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters,"
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"International reserve policy and the effectiveness of sterilized FX intervention in Colombia,"
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"Uncertainty measures from partially rounded probabilistic forecast surveys,"
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Articles
- Ferrara, Laurent & Sheng, Xuguang Simon, 2022.
"Guest editorial: Economic forecasting in times of COVID-19,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 527-528.
Cited by:
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022.
"Testing big data in a big crisis: Nowcasting under COVID-19,"
Working Papers
2022-06, Joint Research Centre, European Commission.
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023. "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1548-1563.
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- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022.
"Testing big data in a big crisis: Nowcasting under COVID-19,"
Working Papers
2022-06, Joint Research Centre, European Commission.
- Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2022.
"Stock Prices and Economic Activity in the Time of Coronavirus,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(1), pages 32-67, March.
See citations under working paper version above.
- Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2021. "Stock Prices and Economic Activity in the Time of Coronavirus," NBER Working Papers 28320, National Bureau of Economic Research, Inc.
- Meyer, Brent H. & Prescott, Brian & Sheng, Xuguang Simon, 2022.
"The impact of the COVID-19 pandemic on business expectations,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 529-544.
See citations under working paper version above.
- Brent H. Meyer & Brian Prescott & Xuguang Simon Sheng, 2020. "The Impact of the COVID-19 Pandemic on Business Expectations," Working Papers 2020-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Brent Meyer & Brian Prescott & Xuguang Sheng, 2020. "The Impact of the COVID-19 Pandemic on Business Expectations," FRB Atlanta Working Paper 2020-17, Federal Reserve Bank of Atlanta.
- Li, Haixi & Sheng, Xuguang Simon & Yang, Jingyun, 2021.
"Monitoring recessions: A Bayesian sequential quickest detection method,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 500-510.
Cited by:
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- Sheng, Xuguang Simon & Sukaj, Rubena, 2021.
"Identifying external debt shocks in low- and middle-income countries,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
Cited by:
- Kassouri, Yacouba & Altıntaş, Halil & Alancioğlu, Erdal & Kacou, Kacou Yves Thierry, 2021. "New insights on the debt-growth nexus: A combination of the interactive fixed effects and panel threshold approach," International Economics, Elsevier, vol. 168(C), pages 40-55.
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"The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 967-979.
Cited by:
- Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
- Chada, Swechha, 2023. "Economic policy uncertainties and institutional ownership in India," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Gillmann, Niels & Kim, Alisa, 2021. "Quantification of Economic Uncertainty: a deep learning approach," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242421, Verein für Socialpolitik / German Economic Association.
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- Carola Binder & Tucker S. Mcelroy & Xuguang S. Sheng, 2022. "The Term Structure of Uncertainty: New Evidence from Survey Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 39-71, February.
- Ozturk, Ezgi O. & Sheng, Xuguang Simon, 2018.
"Measuring global and country-specific uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 276-295.
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Empirical Economics, Springer, vol. 53(1), pages 329-350, August.
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"Evaluating the economic forecasts of FOMC members,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
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"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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"Central Bank Forecasting: A Survey,"
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"The Power of the Federal Reserve Chair,"
Cahiers de recherche
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- Yoichi Tsuchiya, 2021. "The value added of the Bank of Japan's range forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 817-833, August.
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- Ellis, Michael A. & Liu, Dandan, 2016. "FOMC forecasts and monetary policy deliberations," Economics Letters, Elsevier, vol. 147(C), pages 131-134.
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- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Sheng, Xuguang (Simon) & Thevenot, Maya, 2015.
"Quantifying differential interpretation of public information using financial analysts’ earnings forecasts,"
International Journal of Forecasting, Elsevier, vol. 31(2), pages 515-530.
Cited by:
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- Weiqi Zhang & Huong Ha & Hui Ting Evelyn Gay, 2020. "Analysts’ forecasts between last consensus and earning announcement date," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, vol. 18(4), pages 779-793, November.
- Schreder, Max, 2018. "Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature," Journal of Accounting Literature, Elsevier, vol. 41(C), pages 142-172.
- Frieder Mokinski & Xuguang (Simon) Sheng & Jingyun Yang, 2015.
"Measuring Disagreement in Qualitative Expectations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(5), pages 405-426, August.
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"Quantifying Qualitative Survey Data with Panel Data Structure,"
CESifo Working Paper Series
11013, CESifo.
- Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2024. "Quantifying Qualitative Survey Data with Panel Data Structure," CAMA Working Papers 2024-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Oscar Claveria, 2019.
"Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations,"
Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-10, December.
- Claveria, Oscar, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages 1-3.
- Lena Dräger & Michael J. Lamla, 2015.
"Disagreement à la Taylor: Evidence from Survey Microdata,"
Macroeconomics and Finance Series
201503, University of Hamburg, Department of Socioeconomics.
- Lena Draeger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," KOF Working papers 15-380, KOF Swiss Economic Institute, ETH Zurich.
- Oscar Claveria, 2021. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 483-505, May.
- Oscar Claveria, 2021. "On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 1-26, April.
- Pierre L. Siklos, 2018.
"What has publishing inflation forecasts accomplished? Central banks and their competitors,"
CAMA Working Papers
2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2017. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Siklos, Pierre, 2017. "What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors," LCERPA Working Papers 0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018.
"“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”,"
IREA Working Papers
201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers XREAP2018-4, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
- Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018.
"“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”,"
AQR Working Papers
201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers 201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
- Tomasz Łyziak & Xuguang Sheng, 2018.
"Disagreement in consumer inflation expectations,"
NBP Working Papers
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- Tomasz Łyziak & Xuguang Simon Sheng, 2023. "Disagreement in Consumer Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2215-2241, December.
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"“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”,"
AQR Working Papers
201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers 201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
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IREA Working Papers
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CESifo Working Paper Series
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(4), pages 624-636, August.
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"An adaptive truncated product method for combining dependent p-values,"
Economics Letters, Elsevier, vol. 119(2), pages 180-182.
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International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
See citations under working paper version above.
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- Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
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"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
See citations under working paper version above.
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The Warwick Economics Research Paper Series (TWERPS)
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201503, University of Hamburg, Department of Socioeconomics.
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"Measuring Forecast Uncertainty by Disagreement: The Missing Link,"
ifo Working Paper Series
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- Kajal Lahiri & Xuguang Sheng, 2010. "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
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CEPR Discussion Papers
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"What has publishing inflation forecasts accomplished? Central banks and their competitors,"
CAMA Working Papers
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- Michael P. Clements, 2022. "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 537-568, March.
- Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014.
"What Can We Learn From Revisions To The Greenbook Forecasts?,"
Working Papers
2014-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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- Lahiri, Kajal & Sheng, Xuguang, 2010.
"Learning and heterogeneity in GDP and inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
- Kajal Lahiri & Xuguang Sheng, 2009. "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers 09-05, University at Albany, SUNY, Department of Economics.
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"Measuring Consensus in Binary Forecasts: NFL Game Predictions,"
Working Papers
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"Evaluating Strategic Forecasters,"
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- Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
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"Truncated Product Methods for Panel Unit Root Tests,"
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"US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010,"
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