Regime-dependent effects of uncertainty shocks : a structural interpretation
Year of publication: |
2021
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Authors: | Lhuissier, Stéphane ; Tripier, Fabien |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 12.2021, 4, p. 1139-1170
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Subject: | Uncertainty shocks | regime switching | financial frictions | expectationeffects | Risiko | Risk | Schock | Shock | Konjunktur | Business cycle | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE1298 [DOI] hdl:10419/253584 [Handle] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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