Essays on economic uncertainty

These essays propose different measures of economic uncertainty and evaluate its impact at the microeconomic and macroeconomic level. The first essay in Chapter 2 proposes a measure of macroeconomic uncertainty that allows to distinguish its vari-ous components. Metrics of Knightian uncertainty and ri...

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Detalles Bibliográficos
Autor: Soupre, Matthieu
Tipo de recurso: tesis doctoral
Estado:Versión publicada
Fecha de publicación:2018
País:España
Institución:CBUC, CESCA
Repositorio:TDR. Tesis Doctorales en Red
OAI Identifier:oai:www.tdx.cat:10803/664416
Acceso en línea:http://hdl.handle.net/10803/664416
Access Level:acceso abierto
Palabra clave:Economic uncertainty
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Descripción
Sumario:These essays propose different measures of economic uncertainty and evaluate its impact at the microeconomic and macroeconomic level. The first essay in Chapter 2 proposes a measure of macroeconomic uncertainty that allows to distinguish its vari-ous components. Metrics of Knightian uncertainty and risk are proposed, and their respective impact on a number of economic aggregates is evaluated. Chapter 3 extends the classical approach to measuring uncertainty – a mean squared error-based quantity –to entropy methods in econometrics. Several information-theoretic measures of uncertainty are motivated, derived, and estimated on two data sets: the Survey of Professional Forecasters used in Chapter 2, to show that the conclusions hold with this different approach; and the Survey of Economic Expectations, to show how information theoretic measures of uncertainty can help study different situations not afforded by the mean-squared error approach. Chapter 4 studies uncertainty from the point of view of forecasting and propose a measure of forecasting uncertainty to study how business cycles can affect this particular dimension of Knightian uncertainty. Chapter 5 considers the question of the efficacy of fiscal policy in periods of uncertainty, and does so in a way that accounts for the comovements of economic uncertainty with recessions through an conditional adjustment to the classical smooth-transition state dependent models. Chapter 6 concludes.