Assessing uncertainty in Europe and the US - Is there a common factor?
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- Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
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More about this item
Keywords
monetary policy; uncertainty; survey forecast; forecast disagreement; factor analysis;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2012-06-25 (European Economics)
- NEP-MAC-2012-06-25 (Macroeconomics)
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