Data on Uncertainty

Here, you will find data on Macroeconomic Uncertainty for Germany since June 1991, which is constructed following Jurado, Ludvigson and Ng (2015). The series can be found here. The list of variables which the measure is based on can be found here. Meinen and Röhe (2017) construct a similar measure, which starts in July 1996.

Details on the construction of the measure can be found in Grimme and Stöckli (2018): "Measuring Macroeconomic Uncertainty in Germany", CESifo Forum 19(1), 46-50.

Under this link, you will find the aggregate uncertainty measures for Germany (two measures for Data Uncertainty, one measure for Macroeconomic Uncertainty, and one measure for Export-Weighted Policy Uncertainty) used in the paper by Easaw and Grimme: "The Relationship between Aggregate Uncertainty and Firm-Level Uncertainty", Oxford Economic Papers, forthcoming.

I also provide the ifo Dispersion Measure for Germany (ifo Streuungsmaß), which is, however, no longer officially updated. The series can be found here. Details on the construction can be found (in German) in Grimme (2017): "Messung der Unternehmensunsicherheit in Deutschland - das ifo Streuungsmaß", ifo Schnelldienst 70(15), 19-25.