Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/43279 
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dc.contributor.authorEntorf, Horsten
dc.contributor.authorKnoll, Christianen
dc.contributor.authorSattarova, Liliyaen
dc.date.accessioned2010-11-15-
dc.date.accessioned2010-12-15T09:23:03Z-
dc.date.available2010-12-15T09:23:03Z-
dc.date.issued2010-
dc.identifier.piurn:nbn:de:hebis:30-75644en
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
dc.language.isoengen
dc.publisher|aGoethe University Frankfurt, Center for Financial Studies (CFS) |cFrankfurt a. M.en
dc.relation.ispartofseries|aCFS Working Paper |x2010/18en
dc.subject.jelG01en
dc.subject.jelG17en
dc.subject.jelG21en
dc.subject.ddc330en
dc.subject.keywordBusiness Sentimenten
dc.subject.keywordFinancial Crisisen
dc.subject.keywordSurvey Indicatoren
dc.subject.keywordUncertaintyen
dc.titleMeasuring confidence and uncertainty during the financial crisis: Evidence from the CFS survey-
dc.typeWorking Paperen
dc.identifier.ppn639511708en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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