Measuring Uncertainty

By Sven Ove Hansson. Studia Logica: An International Journal for Symbolic Logic, 2009

2,372 citations recorded by the source corpus.

Subfields: Artificial Intelligence, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7599f45ee31ec8ed021c18dd8f22e55f7dd2b385

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Citations in the corpus

The Costs of Economic Nationalism: Evidence from the Brexit Experiment* (2019, methodology): “We also conduct a check where we replace economic policy uncertainty by a Jurado et al. (2015)-style proxy of general macroeconomic uncertainty (available only up until 2017Q2), computed for the UK by Redl (2017).”
On Measuring Uncertainty and its Impact on Investment: Cross-Country Evidence from the Euro Area (2017, methodology): “…derived from newspaper article counts as proposed by Baker, Bloom, and Davis (2016), and indicators of macroeconomic uncertainty (MU1, MU2 ) that are based on the unpredictable components of a broad set of economic variables as in Jurado, Ludvigson, and Ng (2015) and Rossi and Sekhposyan (2015).”
Measuring global and country-specific uncertainty (2017, methodology): “79) with the uncertainty measure proposed by Jurado et al. (2015) and the lowest correlation (0.”
Level and Volatility Factors in Macroeconomic Data (2017, background): “2 See, for example, Schmitt-Grohe and Uribe (2004) , Kim et al. (2008) , Bloom (2009) , Fernández-Villaverde et al. (2011) , Fernandez-Villaverde et al. (2015) , Jurado et al. (2015) and references there in. http://dx.doi.org/10.1016/j.jmoneco.2017.09.004 0304-3932/© 2017 Elsevier B.V.”
Identifying Uncertainty Shocks Using the Price of Gold (2018, neutral): “…we vary the lag length of the model, employ levels, HP filter the variables in the VAR as done in Bloom (2009), use the uncertainty measures from Jurado et al. (2015) and from Bachmann et al. (2013) as alternatives for the VXO in the baseline, consider an alternative proxy based on all events…”
Economic Policy Uncertainty Spillovers in Booms and Busts (2019, positive): “Moreover, uncertainty dramatically increases during economic downturns (Jurado, Ludvigson, and Ng (2015), Bloom, Floetotto, Jaimovich, Saporta-Eksten, and Terry (2018), Angelini, Bacchiocchi, Caggiano, and Fanelli (2019)), a countercyclical behavior which is featured also by unemployment. o Hence,…”
Economic policy uncertainty and real output: evidence from the G7 countries (2018, methodology): “For example, the uncertainty indices proposed by Jurado, Ludvigson, and Ng (2015) and Leduc and Liu (2016) are only available for the United States, while the EPU index is available for the United States and another 15 big economies.”