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摘要翻译：
本文构建了国际上一致的宏观经济不确定性测度。我们的计量经济学框架从标准化国民账户数据的修订中提取不确定性。将我们的模型应用于二战后的实时数据，我们估计了39个国家的宏观经济不确定性。我们的不确定性数据的跨国维度允许我们研究在不同的就业保护立法下不确定性冲击的影响。我们的实证结果表明，与就业保护程度高的国家相比，就业保护程度低的国家不确定性冲击的影响更强、更持久。这些实证结果与理论模型在不同的发射成本下是一致的。
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英文标题：
《Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty
from a Cross-Country Perspective》
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作者：
Andreas Dibiasi and Samad Sarferaz
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to post-WWII real-time data, we estimate macroeconomic uncertainty for 39 countries. The cross-country dimension of our uncertainty data allows us to study the impact of uncertainty shocks under different employment protection legislation. Our empirical findings suggest that the effects of uncertainty shocks are stronger and more persistent in countries with low employment protection compared to countries with high employment protection. These empirical findings are in line with a theoretical model under varying firing cost.
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PDF链接：
https://arxiv.org/pdf/2006.09007
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