The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
Year of publication: |
2014-12
|
---|---|
Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | FAVAR | Stochastic volatility | Uncertainty shocks | DSGE model |
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