Research
MACRO UNCERTAINTY
Publications:
with Eleni Kalamara, Arthur Turrell, George Kapetanios and Sujit Kapadia (2022), "Making Text Count: Economic Forecasting using Newspaper Text.", Journal of Applied Econometrics, forthcoming.
Redl, C. (2020), "Uncertainty Matters: Evidence from Close Elections", Journal of International Economics , Volume 124, May 2020.
Redl, C. (2018), "Macroeconomic Uncertainty in South Africa", South African Journal of Economics, Volume 86, September 2018, Pages 361 - 380.
Redl, C. (2015), "Noisy News and Exchange Rates: A Structural VAR Approach", Journal of International Money & Finance , Volume 58, November 2015, Pages 150-171.
Working Papers:
with Sandile Hlatshwayo (2021). "Forecasting Social Unrest: A Machine Learning Approach." IMF Working Paper No. 2021/263.
with Eleni Kalamara, Arthur Turrell, George Kapetanios and Sujit Kapadia (2020). "Making Text Count: Economic Forecasting using Newspaper Text.", Bank of England Staff Working Paper no. 865, May 2020.
Press Coverage: centralbanking.com
Redl, C. (2018). "Uncertainty matters: evidence from close elections.", Bank of England Staff Working Paper no. 722, April 2018
Press Coverage: centralbanking.com
Explore and download the updated data: https://economicresearch.shinyapps.io/uncertainty_r_shiny/
Redl, C. (2017). "The Impact of Uncertainty Shocks in the U.K.", Bank of England Staff Working Paper no. 695, November 2017
Data: UK and global uncertainty Indices
Redl, C. (2015), "Macroeconomic Uncertainty in South Africa", ERSA Working Paper No. 509, March 2015
Data: South Africa Uncertainty Index ; Updated News & Policy Uncertainty Index
Redl, C. (2015), "Optimal Monetary Policy with Learning by Doing", ERSA Working Paper No. 490, January 2015