Are empirical measures of macroeconomic uncertainty alike?

Keyphrases

• Bivariate 33%
• Economic Uncertainty 100%
• Empirical Measure 100%
• Forecaster 33%
• Generalized Autoregressive Conditional Heteroskedasticity Model 33%
• Growth Uncertainty 33%
• Inflation 33%
• Inflation Uncertainty 33%
• Plethora 33%
• Real Output Growth 33%
• Recursive Estimation 33%
• Survey Measures 66%
• Survey of Professional Forecasters 33%
• Time Series Model 33%
• Time-varying Data 33%
• Uncertainty Estimation 33%
• Uncertainty Levels 33%
• Uncertainty Measure 100%

Economics, Econometrics and Finance

• Generalized Autoregressive Conditional Heteroskedasticity 33%
• Inflation 66%
• Macroeconomics 100%
• Time Series 100%