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Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises · Study

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ArticleSurprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises

Chiara Scotti2016

Article2016

Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises

339 citations·0/0 files stored·Journal of Monetary Economics

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Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 339 citations exist upstream.

References

2016Measuring Economic Policy Uncertainty*1998Generalized impulse response analysis in linear multivariate models 2009The Impact of Uncertainty Shocks 2015Measuring Uncertainty 1996The Conditional CAPM and the Cross-Section of Expected Returns 2007The Impact of Uncertainty Shocks 1989New Indexes of Coincident and Leading Economic Indicators 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Cited by

2020The pandemic and economic policy uncertainty 2019Interconnectedness in the interbank market 2020Surveying business uncertainty 2017Identifying Uncertainty Shocks Using the Price of Gold 2021The realized volatility of commodity futures: Interconnectedness and determinants 2017Measuring global and country-specific uncertainty 2016On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area 2019Economic Policy Uncertainty Spillovers in Booms and Busts

Details

Year2016

Typearticle

Published2016-06-19

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations339

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.jmoneco.2016.06.002

openalex_workW2096519146

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