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