Go to content
UR Home

On the different approaches of measuring uncertainty shocks

URN to cite this document:
urn:nbn:de:bvb:355-epub-322805
DOI to cite this document:
10.5283/epub.32280
Strobel, Johannes
[img]
Preview
PDF
(456kB)
Date of publication of this fulltext: 04 Aug 2015 08:21


Abstract

As uncertainty has become an increasingly prominent source of business cycle fluctuations, various uncertainty proxies have been proposed in the literature. This paper shows that uncertainty measures based on realized variables fluctuate more than the measures that are based on forecasts. More precisely, the variation in the realized cross-sectional standard deviation of profit growth and stock ...

plus


Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons