We extend Jurado et al. (2015)'s forecast-error-based uncertainty measure to the international context, and construct a new measure of global uncertainty. We examine dynamic causal effects among global uncertainty and other global macroeconomic variables, and provide two important applications...

Achieving the United Nations’ Sustainable Development Goals (SDGs) requires an overall and well-balanced achievement of all SDGs rather than cherry-picking a few. While assessing the evenness of SDGs achievement is extremely important, such analysis devoted to measure the evenness,...