The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model
Year of publication: |
2019
|
---|---|
Authors: | Gupta, Rangan ; Lau, Chi Keung ; Wohar, Mark E. |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 46.2019, 2, p. 353-368
|
Subject: | Economic policy uncertainty | US-Euro area spillovers | Quantile structural vector autoregressive model | VAR-Modell | VAR model | Eurozone | Euro area | Schock | Shock | Wirtschaftspolitik | Economic policy | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect |
-
Economic Policy Uncertainty in Europe : spillovers and common shocks
Baxa, JaromÃr, (2024)
-
Economic policy uncertainty in the US : does it matter for the Euro area?
Colombo, Valentina, (2013)
-
Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack, (2016)
- More ...
-
U.S. Fiscal Policy and Asset Prices : The Role of Partisan Conflict
Gupta, Rangan, (2018)
-
U.S. fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan, (2017)
-
Monetary policy uncertainty spillovers in time and frequency domains
Gupta, Rangan, (2020)
- More ...