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On Uncertainty

What Does Disagreement Tell Us about Uncertainty? by Matthew Ploenzke, Robert Rich, and Joseph Tracy
Mon, 2015-01-12 20:05

Here, we review the distinction between disagreement and uncertainty as concepts, and show that this conceptual distinction carries over to their empirical counterparts, suggesting that disagreement is not generally a good proxy for uncertainty

The Price of Political Uncertainty: Theory and Evidence from the Option Market (University of Chicago) 
Mon, 2015-01-12 20:37

author Author(s): Bryan Kelly, Lubos Pastor, Pietro Veronesi
date Date: July 1, 2014
Understanding Uncertainty Shocks and the Role of the Black Swan (Federal Reserve Board - New York University) 
Mon, 2015-01-12 20:48

author Author(s): Anna Orlik and Laura Veldkamp
date Date: September 10, 2014
On the Measurement of Economic Tail Risk (National University of Singapore - Hong Kong University of Science and Technology) 
Mon, 2015-01-12 20:52

author Author(s): Steven Kou, Xianhua Peng
date Date: January 1, 2015
Measuring Uncertainty about Long-Run Predictions (Princeton University) 
Mon, 2015-01-12 22:05

author Author(s): Ulrich K. Muller and Mark W. Watson
date Date: September 1, 2014
The Asset Pricing Implications of Government Economic Policy Uncertainty (University of Washington) 
Mon, 2015-01-12 22:12

author Author(s): Jonathan Brogaard, Andrew Detzel
date Date: June 1, 2014
Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance (University of Chicago - University of Illinois at Chicago) 
Mon, 2015-01-12 22:30

author Author(s): Per A. Mykland, Lan Zhang
date Date: May 8, 2014
Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence (Columbia University - Bocconi University) 
Mon, 2015-01-12 22:52

author Author(s): Emi Nakamura, Dmitriy Sergeyev, Jon Steinsson
date Date: December 16, 2014
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