Researchers test forward-looking uncertainty measures


Forward-looking measures of uncertainty may be useful for policy-making in the presence of sudden shocks, new research published by the Bank of England finds.

In the working paper, researchers from the BoE, the US Federal Reserve and academia study the dynamics of several measures of uncertainty. They note that measures derived from statistical models tend to rely on data that is released with a lag. This backward-looking nature means the measures are “not well suited” to capturing sudden

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