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Macroeconomic uncertainty indices based on nowcast and forecast error distributions

Rossi, Barbara; Sekhposyan, Tatevik - 2015

Persistent link: https://www.econbiz.de/10011442229

Macroeconomic uncertainty indices for the Euro Area and its individual member countries

Rossi, Barbara; Sekhposyan, Tatevik - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 41-62

Persistent link: https://www.econbiz.de/10011929376

Macroeconomic uncertainty indices based on nowcast and forecast error distributions

Rossi, Barbara; Sekhposyan, Tatevik - In: The American economic review 105 (2015) 5, pp. 650-655

Persistent link: https://www.econbiz.de/10011699406

Understanding the sources of macroeconomic uncertainty

Rossi, Barbara; Sekhposyan, Tatevik; Soupre, Matthieu - 2016 - Updated version: August 2016

Persistent link: https://www.econbiz.de/10011582634

Macroeconomic uncertainty indices for the euro area and its individual member countries

Rossi, Barbara; Sekhposyan, Tatevik - 2016 - This version: September 2016

Persistent link: https://www.econbiz.de/10011589615

Understanding the Sources of Macroeconomic Uncertainty

Rossi, Barbara - 2016

We propose a decomposition to distinguish between Knightian uncertainty (ambiguity) and risk, where the first measures the uncertainty about the probability distribution generating the data, while the second measures uncertainty about the odds of the outcomes when the probability distribution is...

Persistent link: https://www.econbiz.de/10012992154