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220928 ||| eng |
| 020 |
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|a 9781484316597
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| 100 |
1 |
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|a Ozturk, Ezgi
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| 245 |
0 |
0 |
|a Measuring Global and Country-Specific Uncertainty
|c Ezgi Ozturk, Xuguang Simon Sheng
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2017
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| 300 |
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|a 41 pages
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| 651 |
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4 |
|a United States
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| 653 |
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|a Interest rates
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| 653 |
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|a Wealth
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| 653 |
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|a Finance
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| 653 |
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|a Labour; income economics
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| 653 |
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|a Saving
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| 653 |
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|a Financial services
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| 653 |
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|a Unemployment: Models, Duration, Incidence, and Job Search
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| 653 |
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|a Short term interest rates
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| 653 |
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|a Production
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| 653 |
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|a Industries: General
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| 653 |
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|a Aggregate Labor Productivity
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| 653 |
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|a Unemployment
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| 653 |
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|a Aggregate Human Capital
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| 653 |
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|a National accounts
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| 653 |
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|a Labor
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| 653 |
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|a Macroeconomics: Production
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| 653 |
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|a Cycles
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| 653 |
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|a Consumption; Economics
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Consumption
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| 653 |
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|a Macroeconomics
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| 653 |
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|a Macroeconomics: Consumption
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| 653 |
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|a Business Fluctuations
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| 653 |
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|a Wages
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| 653 |
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|a Industrial production
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| 653 |
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|a Interest Rates: Determination, Term Structure, and Effects
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| 653 |
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|a Unemployment rate
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| 653 |
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|a Long term interest rates
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| 653 |
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|a Intergenerational Income Distribution
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| 653 |
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|a Employment
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| 653 |
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|a Industries
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| 700 |
1 |
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|a Sheng, Xuguang Simon
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781484316597.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2017/219/001.2017.issue-219-en.xml?cid=45168-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a Motivated by the literature on the capital asset pricing model, we decompose the uncertainty of a typical forecaster into common and idiosyncratic uncertainty. Using individual survey data from the Consensus Forecasts over the period of 1989-2014, we develop monthly measures of macroeconomic uncertainty covering 45 countries and construct a measure of global uncertainty as the weighted average of country-specific uncertainties. Our measure captures perceived uncertainty of market participants and derives from two components that are shown to exhibit strikingly different behavior. Common uncertainty shocks produce the large and persistent negative response in real economic activity, whereas the contributions of idiosyncratic uncertainty shocks are negligible
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