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Uncertainty Optimization Based Feature Selection Model for Stock Marketing
Market analyzers use different parameters as features in the market data to analyze the market trends. The feature’s values act as a signal to market...
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Consensus Group Decision Making Under Model Uncertainty with a View Towards Environmental Policy Making
In this paper we propose a consensus group decision making scheme under model uncertainty consisting of an iterative two-stage procedure based on the...
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Inflation uncertainty
We use a Markov regime switching structural GARCH-in-Mean VAR model for the inflation rate, the output gap, and a short-term nominal interest rate,...
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Measuring the model uncertainty of shadow economy estimates
We derive the measurement error of the shadow economy estimates stemming from the currency demand model uncertainty. The choice of regressors can...
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OLG Models with Uncertainty
This chapter introduces both idiosyncratic and aggregate uncertainty into overlap** generations (OLG) models. The methods used for the computation...
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Measuring Interdependence of Inflation Uncertainty
The unprecedented policy responses during the Global Financial Crisis and European debt crisis may have increased uncertainty about inflation and...
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Measuring economic country-specific uncertainty in Türkiye
In this paper, a new measure for uncertainty that affects the economy is proposed, constructed, and applied to an emerging economy, Türkiye. We have...
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Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors
Advanced efficiency measurement methods usually fall within Stochastic Frontier Analysis (SFA), Data Envelopment Analysis (DEA), or their...
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Under the Veil of Uncertainty: Assessing the Greek Economy’s Resilience and Vulnerability in the Face of Different Uncertainty Types
This study investigates the impact of uncertainty on sectoral gross value-added (GVA) in the Greek economy, using quarterly data from 1998 to 2022....
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The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity
We use a wavelet based quantile-on-quantiles technique to explore the impact of economic policy uncertainty (EPU) and trade policy uncertainty (TPU)...
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Health care policy uncertainty and state-level employment
This study investigates the effects of health care policy uncertainty (HCPU) on aggregate- and state-level employment in the USA. Using quarterly...
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Economic policy uncertainty and cryptocurrencies
The paper focuses on the relationship between cryptocurrencies and economic policy uncertainty (EPU) shocks by adopting robust econometric...
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Understanding Uncertainty Shocks in Uruguay Through VAR Modeling
This study introduces a first set of uncertainty indexes for Uruguay (a newspaper-based index and a composite index-based) to analyze how economic...
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Robust Abatement Policy with Uncertainty About Environmental Disasters
We consider the robust responses to environmental disasters in stochastic growth economies. The representative agent has imprecise knowledge about...
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Measuring strategic-uncertainty attitudes
Strategic uncertainty is the uncertainty that players face with respect to the purposeful behavior of other players in an interactive decision...
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Asymmetries, uncertainty and inflation: evidence from developed and emerging economies
This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL...
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Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics
This paper investigates the impact of US uncertainty shocks on China’s macroeconomy with a focus on the dynamic response of investment. Using a...
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Liquidity and realized covariance forecasting: a hybrid method with model uncertainty
This paper investigates the realized covariance forecasting and liquidity effects on the covariance. The realized covariance is calculated based on...
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On the International Spillover Effects of Uncertainty
In this paper, we add to the literature studying the effects of uncertainty. We focus on the effects of economic policy uncertainty across borders....
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Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions
The paper navigates the intricate landscape of economic policy uncertainty (EPU) and its implications for systemic financial risk (SFR) among...