The evolving transmission of uncertainty shocks in the United Kingdom
Year of publication: |
2016
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Authors: | Mumtaz, Haroon |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 4.2016, 1, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | TVP-VAR | stochastic volatility | uncertainty shocks |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics4010016 [DOI] 86343438X [GVK] hdl:10419/171869 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
-
The evolving transmission of uncertainty shocks in the United Kingdom
Mumtaz, Haroon, (2016)
-
The changing transmission of uncertainty shocks in the US: An empirical analysis
Mumtaz, Haroon, (2014)
-
Common and country specific economic uncertainty
Mumtaz, Haroon, (2015)
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PPP Strikes Back : Aggregation and the Real Exchange Rate
Mumtaz, Haroon, (2003)
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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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