Asymmetric impact of uncertainty in recessions : are emerging countries more vulnerable?
Year of publication: |
2019
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Authors: | Chatterjee, Pratiti |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 2, p. 1-27
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Subject: | business cycles | emerging countries | recessions | smooth transition vector auto regressions | uncertainty shocks | Konjunktur | Business cycle | Schock | Shock | Schwellenländer | Emerging economies | Risiko | Risk | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Wirtschaftskrise | Economic crisis | Momentenmethode | Method of moments |
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