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LMN 12 Month Ahead Financial Uncertainty (LMNUF12M)

Observation:

Dec 2023: 1.02468 (+ more)   Updated: Feb 12, 2024 3:03 PM CST
Dec 2023:  1.02468  
Nov 2023:  1.02700  
Oct 2023:  1.02463  
Sep 2023:  1.02219  
Aug 2023:  1.01999  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

NOTES

Source: Ludvigson, Sydney C.  

Source: Ng, Serena  

Source: Ma, Sai

Release: Financial and Real Uncertainty Indexes  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Broad-based measure of 12-month ahead financial uncertainty drawn from large number of financial market series. For additional details see Ludvigson, Ma, Ng (2021) Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?.

Suggested Citation:

Ludvigson, Sydney C., Ng, Serena and Ma, Sai, LMN 12 Month Ahead Financial Uncertainty [LMNUF12M], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/LMNUF12M, May 1, 2024.

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