The changing transmission of uncertainty shocks in the U.S.
Year of publication: |
Apri 2018
|
---|---|
Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 2, p. 239-252
|
Subject: | DSGE Model | FAVAR | Stochastic volatility | Uncertainty shocks | Schock | Shock | USA | United States | Risiko | Risk | Volatilität | Volatility | VAR-Modell | VAR model | Konjunktur | Business cycle | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Wirkungsanalyse | Impact assessment | DSGE-Modell | DSGE model |
-
The changing transmission of uncertainty shocks in the US : an empirical analysis
Mumtaz, Haroon, (2014)
-
Common and country specific economic uncertainty
Mumtaz, Haroon, (2015)
-
Common and country specific economic uncertainty
Mumtaz, Haroon, (2017)
- More ...
-
The changing transmission of uncertainty shocks in the US: An empirical analysis
Mumtaz, Haroon, (2014)
-
Common and country specific economic uncertainty
Mumtaz, Haroon, (2015)
-
What do VARs tell us about the impact of a credit supply shock?
Mumtaz, Haroon, (2015)
- More ...