Download Uncertainty Data
Download Uncertainty 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.
Updated data 1960:Q1-2020:Q2
Firm uncertainty
Household uncertainty
Other uncertainty sub-indices:
Other uncertainty sub-indices:
Output Uncertainty Income & Earnings Uncertainty
Output Uncertainty Income & Earnings Uncertainty
Trade & Investment Uncertainty Consumption Uncertainty
Trade & Investment Uncertainty Consumption Uncertainty
Labor Uncertainty Unemployment & Labor Market Uncertainty
Labor Uncertainty Unemployment & Labor Market Uncertainty
Sales & Inventories Uncertainty Housing Uncertainty
Sales & Inventories Uncertainty Housing Uncertainty
Price Uncertainty Prices Uncertainty
Price Uncertainty Prices Uncertainty
Productivity & cost of Production Uncertainty Loans & Credit Uncertainty
Productivity & cost of Production Uncertainty Loans & Credit Uncertainty
Financial Uncertainty Loans & Credit Uncertainty
Financial Uncertainty Loans & Credit Uncertainty
Balance Sheet Uncertainty Consumer Sentiment & Expectations Uncertainty
Balance Sheet Uncertainty Consumer Sentiment & Expectations Uncertainty
Suggested Citation:
Zahran, M. S., (2021), "Estimating disaggregate time-varying macroeconomic uncertainty using a Dynamic Model Selection procedure" Working Paper. Available at SSRN: https://ssrn.com/abstract=3924258 or http://dx.doi.org/10.2139/ssrn.3924258