RDP 2016-01: Measuring Economic Uncertainty and Its Effects Appendix B: Data Availability for Measures of Uncertainty
February 2016
- Download the Paper 1.07MB
- Data
| Earliest available data | Frequency | |
|---|---|---|
| Finance-based measures | ||
| Option-implied volatility | January 1995 | Daily(a) |
| Realised All Ordinaries volatility | January 1980 | Daily(a) |
| Analyst earnings forecast uncertainty (ASX 200) | November 2000 | Monthly |
| Analyst earnings forecast uncertainty (by sector) | October 2002 | Monthly |
| Text-based measures | ||
| Proportion of uncertainty-related articles in: | ||
| The Australian | August 1996 | Monthly |
| The AFR | September 1987 | Monthly |
| The Age | August 1991 | Monthly |
| SMH | September 1986 | Monthly |
| SMP-based measure | March 1986 | Quarterly |
| Forecaster disagreement | ||
| RBA survey of market economists – CPI | September 1993 | Quarterly |
| RBA survey of market economists – GDP | December 2008 | Quarterly |
| Consensus Economics – CPI | November 1990 | Monthly |
| Consensus Economics – GDP | November 1990 | Monthly |
| Market economists' cash rate forecasts | April 2009 | Weekly(a) |
| Economic uncertainty index | September 1986 | Monthly |
|
Note: (a) Monthly averages are used in this paper Sources: Author's calculations; Consensus Economics; Factiva; MSCI; RBA; Thomson Reuters |
||