Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises

Author:

Scotti ChiaraORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

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2. Real-time price discovery in stock;Andersen;J. Int. Econ.,2007

3. Forecasting with mixed-frequency data;Andreou;Oxford Handbook of Economic Forecasting,2011

4. Real-time measurement of business conditions;Aruoba;J. Bus. Econ. Stat.,2009

5. Uncertainty and economic activity;Bachmann;Am. Econ. J.: Macroecon.,2013

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