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### 经济不确定性的量化测度研究：前沿进展与理论综述

• 出版日期:2018-01-25 发布日期:2018-01-25

### Research of Quantitative Measuring Methods of Economic Uncertainty: Frontier Progress and Theory Summary

Li Huajie Shi Dan Ma Limei

• Online:2018-01-25 Published:2018-01-25

Abstract: Measuring economic uncertainty is of importance and difficulty, and there is lack of the review literature of the methods of measuring economic uncertainty. This paper carded the literature review of methods of measuring economic uncertainty in and abroad in recent years, and classified the methods into three categories: finding proper proxies as economic uncertainty, calculating the deviation of subject's forecasts deviation and error from surveys as economic uncertainty, constructing state space model and to estimate the unobserved state through mounts data as economic uncertainty. This paper analyzed the application scenarios and differences among methods, advantages and disadvantages, key point and difficulties in applying methods, and illustrate example for each method. This paper starts from the research on economic uncertainty, and draws up the measurement methods of the mainstream literature in order to show the progress of the current measurement status of economic uncertainty in order to solid the foundation of economic uncertainty research and fill the gaps in the field of economic uncertainty measurement.