Fear, overconfidence, and fundamental uncertainty shocks

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dc.contributor.author Ambrocio, Gene
dc.date.accessioned 2021-06-30T23:43:19Z
dc.date.available 2021-06-30T23:43:19Z
dc.date.issued 2021
dc.identifier.issn 1350-4851
dc.identifier.uri https://doi.org/10.1080/13504851.2020.1776830
dc.identifier.uri https://helda.helsinki.fi/bof/handle/123456789/18024
dc.description.abstract I study the effects of expected and realized uncertainty on Euro area macroeconomic conditions. I use a range of expected and realized uncertainty measures including those based on survey forecasts and find that the effects of expected uncertainty vanish once realized uncertainty is accounted for when using financial or news media-based measures. On the other hand, shocks to a survey-based measure of expected uncertainty do appear to have dampening effects.
dc.format.extent 760-764
dc.language.iso ENG
dc.subject euroalue
dc.subject odotukset
dc.subject epävarmuus
dc.subject mittarit
dc.subject ennusteet
dc.subject makrotalous
dc.subject.other uncertainty
dc.subject.other survey forecasts
dc.subject.other fear
dc.subject.other overconfidence
dc.title Fear, overconfidence, and fundamental uncertainty shocks
dc.type Journal Article
dc.identifier.urn URN:NBN:fi:bof-202002181174
dc.subject.jel C32
dc.subject.jel D84
dc.subject.jel E37
dc.series.name Applied Economics Letters
dc.series.volume 28
dc.series.number 9
dc.date.publication 7.6.2021
dc.identifier.doi 10.1080/13504851.2020.1776830
dc.type.okm A1

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