Identifying uncertainty shocks using the price of gold
Michele Piffer and Maximilian Podstawski
| Year of publication: |
2018
|
|---|---|
| Authors: | Piffer, Michele ; Podstawski, Maximilian |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 1473822-3. - Vol. 128.2018, 616, p. 3266-3284
|
| Subject: | Economic uncertainty | External proxy SVAR | safe haven assets | news shocks | set-identification | Schock | Shock | Risiko | Risk | VAR-Modell | VAR model | Gold |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecoj.12545 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034355