Data
This section provides time-varying Sectoral Macroeconomic Uncertainty estimates for the business and household economies using quarterly macroeconomic data on the US. The measures use the methodology described in Estimating disaggregate time-varying macroeconomic uncertainty using a Dynamic Model Selection procedure. These measures are typically updated once a year.
Uncertainty in the Business Sector Uncertainty in the Household Sector
Updated data 1960:Q1-2020:Q2
Firm uncertainty
Household uncertainty
Other uncertainty sub-indices:
Other uncertainty sub-indices:
- Output Uncertainty
- Trade & Investment Uncertainty
- Labor Uncertainty
- Sales & Inventories Uncertainty
- Price Uncertainty
- Productivity & cost of Production Uncertainty
- Financial Uncertainty
- Balance Sheet Uncertainty
- Income & Earnings Uncertainty
- Consumption Uncertainty
- Unemployment & Labor Market Uncertainty
- Housing Uncertainty
- Prices Uncertainty
- Loans & Credit Uncertainty
- Loans & Credit Uncertainty
- Consumer Sentiment & Expectations Uncertainty