Estimating Macroeconomic Uncertainty from Surveys - A Mixed Frequency Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3020697 ◽

2017 ◽

Cited By ~ 2

Author(s):

Jeffrey Sheen ◽

Ben Zhe Wang

Keyword(s):

Mixed Frequency ◽

Macroeconomic Uncertainty

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Business Cycles Analysis of Daegu-Gyeongbuk Province Using Mixed-Frequency Data

Journal of Economic Studies ◽

10.30776/jes.35.1.6 ◽

2017 ◽

Vol 35 (1) ◽

pp. 115-144

Author(s):

Youngjin Hwang

Keyword(s):

Business Cycles ◽

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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Macroeconomic Uncertainty and Asset Prices: A Stochastic Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.1360241 ◽

2009 ◽

Cited By ~ 7

Author(s):

Hwagyun Kim ◽

Hyoung Il Lee ◽

Joon Y. Park ◽

Hyosung Yeo

Keyword(s):

Stochastic Volatility ◽

Asset Prices ◽

Stochastic Volatility Model ◽

Macroeconomic Uncertainty ◽

Volatility Model

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Inflation Fan Charts and Different Dimensions of Uncertainty: What if Macroeconomic Uncertainty is High?

SSRN Electronic Journal ◽

10.2139/ssrn.2320486 ◽

2013 ◽

Author(s):

Halina Kowalczyk

Keyword(s):

Macroeconomic Uncertainty ◽

Different Dimensions

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Low-Frequency Variation in Macroeconomic Uncertainty and the Cross-Section of Expected Returns: Additional Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2645770 ◽

2015 ◽

Author(s):

Georgios Xyngis

Keyword(s):

Cross Section ◽

Low Frequency ◽

Expected Returns ◽

Frequency Variation ◽

Macroeconomic Uncertainty ◽

The Cross

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Replication: Macroeconomic Uncertainty, Stock Market Risk and Potential Outcomes Causality

SSRN Electronic Journal ◽

10.2139/ssrn.2947314 ◽

2018 ◽

Author(s):

Joss Astaiza-GGmez

Keyword(s):

Stock Market ◽

Market Risk ◽

Potential Outcomes ◽

Macroeconomic Uncertainty

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A Practitioner's Guide and MATLAB Toolbox for Mixed Frequency State Space Models

SSRN Electronic Journal ◽

10.2139/ssrn.3532455 ◽

2020 ◽

Author(s):

Scott A. Brave ◽

R. Butters ◽

David Kelley

Keyword(s):

State Space ◽

State Space Models ◽

Matlab Toolbox ◽

Mixed Frequency ◽

Frequency State

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The Impacts of High-Frequency US Uncertainty Shocks on China’s Investment and Bank Loans: Evidence From Mixed-Frequency VAR

SSRN Electronic Journal ◽

10.2139/ssrn.3523395 ◽

2020 ◽

Author(s):

Meng Yan

Keyword(s):

High Frequency ◽

Bank Loans ◽

Mixed Frequency ◽

Uncertainty Shocks

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Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3713896 ◽

2019 ◽

Author(s):

Bastian Gribisch ◽

Tobias Eckernkemper

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Mixed Frequency

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Time-Series Variation in the Efficacy of Executive Risk-Taking Incentives: Evidence From Macroeconomic Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.3719591 ◽

2020 ◽

Author(s):

Brian D. Cadman ◽

John L. Campbell ◽

Ryan G. Johnson

Keyword(s):

Time Series ◽

Risk Taking ◽

Macroeconomic Uncertainty

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Mixed frequency evidence of the tourism growth relationship in small Island developing states: a case study of Tonga

Asia Pacific Journal of Tourism Research ◽

10.1080/10941665.2020.1862884 ◽

2021 ◽

Vol 26 (3) ◽

pp. 294-307

Author(s):

Nikeel Nishkar Kumar ◽

Ravinay Amit Chandra ◽

Arvind Patel

Keyword(s):

Small Island ◽

Small Island Developing States ◽

Mixed Frequency

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