Estimating the real effects of uncertainty shocks at the Zero Lower Bound
Giovanni Caggiano, Efrem Castelnuovo, Giovanni Pellegrino
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 100.2017, p. 257-272
|
| Subject: | Uncertainty shocks | Nonlinear structural Vector AutoRegressions | Interacted VAR | Generalized Impulse Response Functions | Zero Lower Bound | VAR-Modell | VAR model | Niedrigzinspolitik | Low-interest-rate policy | Schock | Shock | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy | Risiko | Risk | Konjunktur | Business cycle | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2017.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011920154