While this is not a complete cataclysm, the Plague of Justinian is a good place to start. Why? Because it was far reaching throughout the Byzantine Empire, was considered one of the deadliest plagues throughout history, but didn't hit everywhere all at once, so there was at least some forward warning of it through parts of the empire.
As for economic impacts; economies that face crises like this end up reducing their production of 'normal' goods and services as they divert resources to managing the problem. This means that the economies contract, causing either recession or depression. This is a problem if there are fixed costs throughout the empire, like roads. If your empire is actually reducing in numbers and geographic size, then a reduction in the economy isn't that bad as it's really GDP/population that counts - a country with double the GDP but double the population and infrastructure needs isn't really that better off by comparison to its neighbour. In Justinian's time however, the Byzantine empire was still trying to expand and recapture the glory days of Rome. That meant they needed to maintain (if not increase) tax revenue at a time when population was decreasing. That put pressure on the survivors to fund tax revenue from an ever decreasing pool, meaning an increasing percentage of their own income was going to the state.
Ultimately, the answer to your question is dependent on the type of cataclysm being faced, and the populace's reaction to it. If they all just give up and stay home from the moment they find out about it, then your economy tanks because no-one's out there producing. If on the other hand your national leaders offer hope, or a way forward at least, then your economy may languish but survive in some form.
When you get right down to it, the job of a Government is to provide the infrastructure and rules necessary to stimulate production. That means roads, hospitals, schools, police etc. Roads to get goods to markets, hospitals to keep working people fit for work, schools to teach the young what they need to know in order to be contributors to the economy in good jobs, and police to ensure that there is a measure of safety for people out working. If you add to that the military to protect from other governments who want your land or resources to benefit their own economy, then you have a lot of what you need in terms of economic support. Most countries also add to this some form of social welfare in the hope that those down on their luck can be supported just long enough to get back out into the workforce as well. With that, you pretty much have a comprehensive framework for your economy.
The trouble is, when facing war, pandemic, massive catastrophes (either foreseen or unforeseen) and other disruptions, at least some of that production gets diverted or doesn't even happen. That means that your economy (at least temporarily) shrinks. If your numbers are preserved however, you'll still need to build houses, grow food, make clothes, etc. - in other words, support your populace, who consume the production of your country. That means, any temporary losses eventually correct themselves.
In your scenario however, the trick will be making sure that people don't give up. There's no point building a better future for yourself if there's a guarantee that there's no future to build. As such, it will be up to the leadership of your nation to offer some sort of hope in order to preserve the economy in some form going forward.