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http://hdl.handle.net/2445/121329
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DC Field | Value | Language |
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dc.contributor.author | Clavería González, Óscar | - |
dc.contributor.author | Monte Moreno, Enric | - |
dc.contributor.author | Torra Porras, Salvador | - |
dc.date.accessioned | 2018-04-06T08:40:21Z | - |
dc.date.available | 2018-04-06T08:40:21Z | - |
dc.date.issued | 2018 | - |
dc.identifier.issn | 1136-8365 | - |
dc.identifier.uri | http://hdl.handle.net/2445/121329 | - |
dc.description.abstract | In this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents' expectations about the state of the economy. Previous dispersion-based uncertainty indicators derived from business and consumer surveys exclusively make use of the two extreme pieces of information coming from the respondents expecting a variable to rise and to fall. With the aim of also incorporating the information coming from the share of respondents expecting a variable to remain constant, we propose a geometrical framework and use a barycentric coordinate system to generate a measure of disagreement, referred to as a discrepancy indicator. ... | - |
dc.format.extent | 25 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa | - |
dc.relation.isformatof | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2018/201806.pdf | - |
dc.relation.ispartof | IREA – Working Papers, 2018, IR18/06 | - |
dc.relation.ispartof | AQR – Working Papers, 2018, AQR18/03 | - |
dc.relation.ispartofseries | [WP E-IR18/06] | - |
dc.relation.ispartofseries | [WP E-AQR18/03] | - |
dc.rights | cc-by-nc-nd, (c) Clavería González et al., 2018 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/ | - |
dc.source | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) | - |
dc.subject.classification | Incertesa | - |
dc.subject.classification | Dispersió (Matemàtica) | - |
dc.subject.classification | Variables (Matemàtica) | - |
dc.subject.other | Uncertainty | - |
dc.subject.other | Scattering (Mathematics) | - |
dc.subject.other | Variables (Mathematics) | - |
dc.title | A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations | - |
dc.type | info:eu-repo/semantics/workingPaper | - |
dc.date.updated | 2018-04-06T08:40:21Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | AQR (Grup d’Anàlisi Quantitativa Regional) – Working Papers Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) |
Files in This Item:
File | Description | Size | Format | |
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IR18-006-Claveria+Monte+Torra.pdf | 2.54 MB | Adobe PDF | View/Open |
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