NOTES
| Title | Release Dates | |
|
|
||
| LMN 12 Month Ahead Financial Uncertainty | 2023-02-23 | 2024-08-16 |
| Source | ||
|
|
||
| Ludvigson, Sydney C. | 2023-02-23 | 2024-08-16 |
| Ng, Serena | 2023-02-23 | 2024-08-16 |
| Ma, Sai | 2023-02-23 | 2024-08-16 |
| Release | ||
|
|
||
| Financial and Real Uncertainty Indexes | 2023-02-23 | 2024-08-16 |
| Units | ||
|
|
||
| Index | 2023-02-23 | 2024-08-16 |
| Frequency | ||
|
|
||
| Monthly | 2023-02-23 | 2024-08-16 |
| Seasonal Adjustment | ||
|
|
||
| Not Seasonally Adjusted | 2023-02-23 | 2024-08-16 |
| Notes | ||
|
|
||
|
Broad-based measure of 12-month ahead financial uncertainty drawn from large number of financial market series. For additional details see Ludvigson, Ma, Ng (2021) Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (https://static1.squarespace.com/static/54397369e4b0446f66937a73/t/61533f3d7c6661047246670a/1632845631779/Ludvigson_Ma_Ng_AEJM.pdf).
|
2023-02-23 | 2024-08-16 |
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