Uncertainty Measures and Business Cycles



Monthly frequency data spanning 1960:07 to 2015:4 adopted from Ludvigson, S. C., Ma, S., and Ng, S. (2021). Uncertainty and business cycles: exoge- nous impulse or endogenous response? American Economic Journal: Macroeconomics, 13(4):369–410.
Date made available11 Mar 2024
PublisherMendeley Data
Date of data production2023

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