ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
The spreadsheet containsed Rossi and Sekhposyan (2015, AER P&P) uncertainty indices.
2
3
SPFUncertaintyRevisedOriginal and SPFUncertaintyRealTimeOriginal sheets have the series originally reported in the paper.
4
Further sheets contain the revised and real-time indices produced on a particular date (the date is part of the sheet name).
5
The columns under the heading of h=0 correspond to the uncertainty indices based on SPF GDP nowcasts.
6
The columns under the heading of h=4 correspond to the uncertainty indices based on SPF GDP 4-step-ahead forecasts.
7
Uncertainty denotes the overall uncertainty index, while upside and downside are respectively the upside and downside indices.
8
Please refer to the manuscript for the details.
9
10
We suggest you cite the index as follows:
11
Rossi, Barbara and Tatevik Sekhposyan. 2015. "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions." American Economic Review Papers & Proceedings, 105(5): 650-55.
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100