---
title: Uncertainty Indices in Macroeconomy
url: https://www.ml-quant.com/papers/repec/hit-ecorev-v-72-y-2021-i-3-p-246-267/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:hit:ecorev:v:72:y:2021:i:3:p:246-267
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fhermes-ir.lib.hit-u.ac.jp%2Fhermes%2Fir%2Fre%2F71969%2Fkeizaikenkyu07203246.pdf%3Bh%3Drepec%3Ahit%3Aecorev%3Av%3A72%3Ay%3A2021%3Ai%3A3%3Ap%3A246-267
featured: 2023-08-17
citations: unknown
topic: Macro-Finance & Rates
---


# Uncertainty Indices in Macroeconomy

The paper reveals significant differences in the properties of major uncertainty indices and their relationship with macroeconomic variables in the U.S. and Japan.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fhermes-ir.lib.hit-u.ac.jp%2Fhermes%2Fir%2Fre%2F71969%2Fkeizaikenkyu07203246.pdf%3Bh%3Drepec%3Ahit%3Aecorev%3Av%3A72%3Ay%3A2021%3Ai%3A3%3Ap%3A246-267
- Identifier: RePEc:hit:ecorev:v:72:y:2021:i:3:p:246-267
- Released: 2021-05-22
- First featured: Quant Letter No. 12 (2023-08-17): https://www.ml-quant.com/issues/2023-08-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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