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Appendix A: Other Measures of Uncertainty
14 Mar 2016
RDP
2016-01
Jurado, Ludvigson and Ng (2015) create an alternative measure of uncertainty based on the common volatility of forecast misses in a large number of economic series.
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-a.html
Measuring Economic Uncertainty and Its Effects
1 Feb 2016
RDP
2016-01
Jurado, Ludvigson and Ng (2015) create an alternative measure of uncertainty based on the common volatility of forecast misses in a large of.
https://www.rba.gov.au/publications/rdp/2016/2016-01/full.html