A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
Alexander David and Pietro Veronesi
| Year of publication: |
2022
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|---|---|
| Authors: | David, Alexander ; Veronesi, Pietro |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 14.2022, p. 439-463
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| Subject: | uncertainty | volatility | learning | forecasting | inflation | growth | irreversibility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Inflation | Risiko | Risk | Konjunktur | Business cycle | Messung | Measurement | Schätzung | Estimation | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-111720-091804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461169