DOES UNCERTAINTY CAPTURE THE IMPACT OF COVID-19 PANDEMIC?
We adapt the research of Jurado et al. (2015) and Groen et al. (2020) to study uncertainty measures. We perform an event analysis to monitor the performance of uncertainty measures during the outbreak of COVID-19. Then, we also implement the predictive time series regression to investigate the predi...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/52324 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |