Measuring uncertainty and assessing its predictive power in the euro area

Author:

Poncela Pilar,Senra Eva

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference47 articles.

1. Abel J, Rich R, Song J, Tracy J (2016) The measurement and behavior of uncertainty: evidence from the ECB survey of professional forecasters. J Appl Econom 31(3):533–550

2. Aiolfi M, Capistran C, Timmermann A (2011) Forecast combinations. In: Clements M, Hendry D (eds) The Oxford handbook of economic forecasting. Oxford University Press, Oxford, pp 355–388

3. Altavilla C, Giannone D, Modugno M. (2014) The low frequency effects of macroeconomic News on government bond yields. Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2014-52

4. Andersen TG, Bollerslev T, Diebold FX, Vega C (2003) Micro effects of macro announcements: real-time price discovery in foreign exchange. Am Econ Rev 93:38–62

5. Andersen TG, Bollerslev T, Diebold FX, Vega C (2007) Real-time price discovery in stock, bond and foreign exchange markets. J Int Econ 73:251–277

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