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http://hdl.handle.net/10419/43279
  

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dc.contributor.authorEntorf, Horsten_US
dc.contributor.authorKnoll, Christianen_US
dc.contributor.authorSattarova, Liliyaen_US
dc.date.accessioned2010-11-15en_US
dc.date.accessioned2010-12-15T09:23:03Z-
dc.date.available2010-12-15T09:23:03Z-
dc.date.issued2010en_US
dc.identifier.piurn:nbn:de:hebis:30-75644-
dc.identifier.urihttp://hdl.handle.net/10419/43279-
dc.description.abstractThe CFS survey covers individual situations of banks and other companies of the financial sector during the financial crisis. This provides a rare possibility to analyze appraisals, expectations and forecast errors of the core sector of the recent turmoil. Following standard ways of aggregating individual survey data, we first present and introduce the CFS survey by comparing CFS indicators of confidence and predicted confidence to ifo and ZEW indicators. The major contribution is the analysis of several indicators of uncertainty. In addition to well established concepts, we introduce innovative measures based on the skewness of forecast errors and on the share of 'no response' replies. Results show that uncertainty indicators fit quite well with pattern of real and financial time series of the time period 2007 to 2010.en_US
dc.language.isoengen_US
dc.publisherCenter for Financial Studies Frankfurt, Mainen_US
dc.relation.ispartofseriesCFS Working Paper 2010/18en_US
dc.subject.jelG01en_US
dc.subject.jelG17en_US
dc.subject.jelG21en_US
dc.subject.ddc330en_US
dc.subject.keywordBusiness Sentimenten_US
dc.subject.keywordFinancial Crisisen_US
dc.subject.keywordSurvey Indicatoren_US
dc.subject.keywordUncertaintyen_US
dc.titleMeasuring confidence and uncertainty during the financial crisis: Evidence from the CFS surveyen_US
dc.typeWorking Paperen_US
dc.identifier.ppn639511708en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:CFS Working Paper Series, Universität Frankfurt a. M.

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