Common and country specific economic uncertainty
Year of publication: |
2015
|
---|---|
Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
Publisher: |
London : Queen Mary University of London, School of Economics and Finance |
Subject: | FAVAR | Stochastic Volatility | Uncertainty Shocks | DSGE Model |
Series: | Working Paper ; 752 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 833258737 [GVK] hdl:10419/122085 [Handle] RePEc:qmw:qmwecw:wp752 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
-
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
Mumtaz, Haroon, (2014)
-
The changing transmission of uncertainty shocks in the US: An empirical analysis
Mumtaz, Haroon, (2014)
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Common and country specific economic uncertainty
Mumtaz, Haroon, (2015)
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Barnett, Alina, (2014)
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Barnett, Alina, (2012)
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Assessing the economy-wide effects of quantitative easing
Kapetanios, George, (2012)
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