Measuring the origins of macroeconomic uncertainty
Year of publication: |
2018
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Authors: | Mumtaz, Haroon |
Publisher: |
London : Queen Mary University of London, School of Economics and Finance |
Subject: | FAVAR | Stochastic volatility | Proxy VAR | Uncertainty measurement |
Series: | Working Paper ; 864 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1029989346 [GVK] hdl:10419/210421 [Handle] |
Classification: | C2 - Econometric Methods: Single Equation Models ; C11 - Bayesian Analysis ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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Measuring the origins of macroeconomic uncertainty
Mumtaz, Haroon, (2018)
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Changing impact of shocks: A time-varying proxy SVAR approach
Mumtaz, Haroon, (2018)
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Changing impact of shocks : a time-varying proxy SVAR approach
Mumtaz, Haroon, (2018)
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Monetary Policy and Inequality in the UK
Mumtaz, Haroon, (2015)
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The changing transmission of uncertainty shocks in the US: An empirical analysis
Mumtaz, Haroon, (2014)
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