Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS Survey. Report
The CFS survey covers individual situations of banks and other companies of the financial sector. This provides a rare opportunity to analyse appraisals, expectations and forecast errors of the core sector of the recent financial crisis. Following standard ways of aggregating individual survey data,...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Elektronisch Artikel |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2012
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | The CFS survey covers individual situations of banks and other companies of the financial sector. This provides a rare opportunity to analyse appraisals, expectations and forecast errors of the core sector of the recent financial crisis. 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 patterns of real and financial time series of the time period 2007 to 2010. [REPORT] |
| Beschreibung: | 1 Online-Ressource (16 p.) 21 x 28cm. |
| DOI: | 10.1787/jbcma-2012-5k976t5xl0f1 |
Internformat
MARC
| LEADER | 00000caa a22000002 4500 | ||
|---|---|---|---|
| 001 | ZDB-13-SOC-061277541 | ||
| 003 | DE-627-1 | ||
| 005 | 20231204121406.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 210204s2012 xx |||||o 00| ||eng c | ||
| 024 | 7 | |a 10.1787/jbcma-2012-5k976t5xl0f1 |2 doi | |
| 035 | |a (DE-627-1)061277541 | ||
| 035 | |a (DE-599)KEP061277541 | ||
| 035 | |a (FR-PaOEC)jbcma-2012-5k976t5xl0f1 | ||
| 035 | |a (EBP)061277541 | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 100 | 1 | |a Entorf, Horst |e VerfasserIn |4 aut | |
| 245 | 1 | 0 | |a Measuring confidence and uncertainty during the financial crisis |b Evidence from the CFS Survey. Report |c Horst, Entorf, Christian, Knoll and Liliya, Sattarova |
| 264 | 1 | |a Paris |b OECD Publishing |c 2012 | |
| 300 | |a 1 Online-Ressource (16 p.) |c 21 x 28cm. | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 520 | |a The CFS survey covers individual situations of banks and other companies of the financial sector. This provides a rare opportunity to analyse appraisals, expectations and forecast errors of the core sector of the recent financial crisis. 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 patterns of real and financial time series of the time period 2007 to 2010. [REPORT] | ||
| 650 | 4 | |a Economics | |
| 700 | 1 | |a Knoll, Christian |e MitwirkendeR |4 ctb | |
| 700 | 1 | |a Sattarova, Liliya |e MitwirkendeR |4 ctb | |
| 773 | 0 | 8 | |i Enthalten in |t OECD Journal: Journal of Business Cycle Measurement and Analysis |g Vol. 2012, no. 1, p. 1-16 |
| 773 | 1 | 8 | |g volume:2012 |g year:2012 |g number:1 |g pages:1-16 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-13-SOC |q FWS_PDA_SOC |u https://doi.org/10.1787/jbcma-2012-5k976t5xl0f1 |3 Volltext |
| 912 | |a ZDB-13-SOC | ||
| 912 | |a ZDB-13-SOC-article | ||
| 912 | |a ZDB-13-SOC | ||
| 951 | |a AR | ||
| 912 | |a ZDB-13-SOC | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-13-SOC-061277541 |
|---|---|
| _version_ | 1816797353402695680 |
| adam_text | |
| any_adam_object | |
| author | Entorf, Horst |
| author2 | Knoll, Christian Sattarova, Liliya |
| author2_role | ctb ctb |
| author2_variant | c k ck l s ls |
| author_facet | Entorf, Horst Knoll, Christian Sattarova, Liliya |
| author_role | aut |
| author_sort | Entorf, Horst |
| author_variant | h e he |
| building | Verbundindex |
| bvnumber | localFWS |
| collection | ZDB-13-SOC ZDB-13-SOC-article |
| ctrlnum | (DE-627-1)061277541 (DE-599)KEP061277541 (FR-PaOEC)jbcma-2012-5k976t5xl0f1 (EBP)061277541 |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1787/jbcma-2012-5k976t5xl0f1 |
| format | Electronic Article |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02224caa a22003852 4500</leader><controlfield tag="001">ZDB-13-SOC-061277541</controlfield><controlfield tag="003">DE-627-1</controlfield><controlfield tag="005">20231204121406.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">210204s2012 xx |||||o 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1787/jbcma-2012-5k976t5xl0f1</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627-1)061277541</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KEP061277541</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(FR-PaOEC)jbcma-2012-5k976t5xl0f1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EBP)061277541</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Entorf, Horst</subfield><subfield code="e">VerfasserIn</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Measuring confidence and uncertainty during the financial crisis</subfield><subfield code="b">Evidence from the CFS Survey. Report</subfield><subfield code="c">Horst, Entorf, Christian, Knoll and Liliya, Sattarova</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Paris</subfield><subfield code="b">OECD Publishing</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (16 p.)</subfield><subfield code="c">21 x 28cm.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">The CFS survey covers individual situations of banks and other companies of the financial sector. This provides a rare opportunity to analyse appraisals, expectations and forecast errors of the core sector of the recent financial crisis. 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 patterns of real and financial time series of the time period 2007 to 2010. [REPORT]</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Knoll, Christian</subfield><subfield code="e">MitwirkendeR</subfield><subfield code="4">ctb</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sattarova, Liliya</subfield><subfield code="e">MitwirkendeR</subfield><subfield code="4">ctb</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">OECD Journal: Journal of Business Cycle Measurement and Analysis</subfield><subfield code="g">Vol. 2012, no. 1, p. 1-16</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:2012</subfield><subfield code="g">year:2012</subfield><subfield code="g">number:1</subfield><subfield code="g">pages:1-16</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-13-SOC</subfield><subfield code="q">FWS_PDA_SOC</subfield><subfield code="u">https://doi.org/10.1787/jbcma-2012-5k976t5xl0f1</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-13-SOC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-13-SOC-article</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-13-SOC</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-13-SOC</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-13-SOC-061277541 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:56:14Z |
| institution | BVB |
| language | English |
| open_access_boolean | |
| owner | DE-863 DE-BY-FWS |
| owner_facet | DE-863 DE-BY-FWS |
| physical | 1 Online-Ressource (16 p.) 21 x 28cm. |
| psigel | ZDB-13-SOC ZDB-13-SOC-article |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | OECD Publishing |
| record_format | marc |
| spelling | Entorf, Horst VerfasserIn aut Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report Horst, Entorf, Christian, Knoll and Liliya, Sattarova Paris OECD Publishing 2012 1 Online-Ressource (16 p.) 21 x 28cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The CFS survey covers individual situations of banks and other companies of the financial sector. This provides a rare opportunity to analyse appraisals, expectations and forecast errors of the core sector of the recent financial crisis. 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 patterns of real and financial time series of the time period 2007 to 2010. [REPORT] Economics Knoll, Christian MitwirkendeR ctb Sattarova, Liliya MitwirkendeR ctb Enthalten in OECD Journal: Journal of Business Cycle Measurement and Analysis Vol. 2012, no. 1, p. 1-16 volume:2012 year:2012 number:1 pages:1-16 FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/jbcma-2012-5k976t5xl0f1 Volltext |
| spellingShingle | Entorf, Horst Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report Economics |
| title | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report |
| title_auth | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report |
| title_exact_search | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report |
| title_full | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report Horst, Entorf, Christian, Knoll and Liliya, Sattarova |
| title_fullStr | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report Horst, Entorf, Christian, Knoll and Liliya, Sattarova |
| title_full_unstemmed | Measuring confidence and uncertainty during the financial crisis Evidence from the CFS Survey. Report Horst, Entorf, Christian, Knoll and Liliya, Sattarova |
| title_short | Measuring confidence and uncertainty during the financial crisis |
| title_sort | measuring confidence and uncertainty during the financial crisis evidence from the cfs survey report |
| title_sub | Evidence from the CFS Survey. Report |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/jbcma-2012-5k976t5xl0f1 |
| work_keys_str_mv | AT entorfhorst measuringconfidenceanduncertaintyduringthefinancialcrisisevidencefromthecfssurveyreport AT knollchristian measuringconfidenceanduncertaintyduringthefinancialcrisisevidencefromthecfssurveyreport AT sattarovaliliya measuringconfidenceanduncertaintyduringthefinancialcrisisevidencefromthecfssurveyreport |