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Sectoral uncertainty / by Efrem Castelnuovo, Kerem Tuzcuoglu and Luis Uzeda.: FB3-5/2022-38E-PDF

"We propose a new empirical framework that jointly decomposes the conditional variance of economic time series into a common and a sector-specific uncertainty component. We apply our framework to a large dataset of disaggregated industrial production series for the US economy"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.915851&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleSectoral uncertainty / by Efrem Castelnuovo, Kerem Tuzcuoglu and Luis Uzeda.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-38
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: September 9, 2022."
  • Includes bibliographical references.
  • Includes abstract in French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, 2022.
  • ©2022
Author / Contributor
  • Castelnuovo, Efrem, author.
Description1 online resource (ii, 32 pages) : charts.
Catalogue number
  • FB3-5/2022-38E-PDF
Subject terms
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