Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
Year of publication: |
2017
|
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Authors: | Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | uncertainty shocks | nonlinear structural vector auto regressions | interacted VAR | generalized impulse response functions | zero lower bound |
Series: | CESifo Working Paper ; 6622 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 897675843 [GVK] hdl:10419/171086 [Handle] RePec:ces:ceswps:_6622 [RePEc] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
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