Uncertainty indicators based on expectations of business and consumer surveys
O Claveria - Empirica, 2021 - Springer
In this study we evaluate the dynamic response of different macroeconomic variables to
shocks in agents' perception of three dimensions of uncertainty (economic, inflation and …
shocks in agents' perception of three dimensions of uncertainty (economic, inflation and …
On the aggregation of survey-based economic uncertainty indicators between different agents and across variables
O Claveria - Journal of Business Cycle Research, 2021 - Springer
We analyse the effects of aggregating the level of disagreement in survey-based
expectations. With this aim, we construct several indicators based on two metrics of …
expectations. With this aim, we construct several indicators based on two metrics of …
Spillover among financial, industrial and consumer uncertainties. The case of EU member states
We examine connectedness among three types of uncertainties, financial, consumer and
industrial uncertainties, in EU member states. The monthly series span the period January …
industrial uncertainties, in EU member states. The monthly series span the period January …
How important are different aspects of uncertainty in driving industrial production in the CEE countries?
The study analyses the impact of different uncertainty shocks on industrial production in the
Central and Eastern European countries. The paper provides different uncertainty measures …
Central and Eastern European countries. The paper provides different uncertainty measures …
On the aggregation of survey-based economic uncertainty indicators between different agents and across variables
Ó Clavería González - Journal of Business Cycle Research, 2021 …, 2021 - diposit.ub.edu
We analyse the effects of aggregating the level of disagreement in survey-based
expectations. With this aim, we construct several indicators based on two metrics of …
expectations. With this aim, we construct several indicators based on two metrics of …
Uncertainty indicators based on expectations of business and consumer surveys
Ó Clavería González - … . Journal of European Economics, 2021, vol …, 2021 - diposit.ub.edu
In this study we evaluate the dynamic response of different macroeconomic variables to
shocks in agents' perception of three dimensions of uncertainty (economic, inflation and …
shocks in agents' perception of three dimensions of uncertainty (economic, inflation and …