Uncertainty Data

UNCERTAINTY+PAGE_0919.jpg

Macro and Financial Uncertainty Indexes

This site provides Uncertainty index data for the broader macro economy and the financial sector. The indexes use the methodology described in "Measuring Uncertainty" and "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?". These indexes are updated twice per year.

DOWNLOAD UNCERTAINTY DATA:

Updated macro, real, financial uncertainty indexes 1960:07-2019:06 click HERE.

Data appendix HERE.

Vintages HERE.