The macroeconomic effects of uncertainty and risk aversion shocks
Year of publication: |
2023
|
---|---|
Authors: | Berthold, Brendan |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 154.2023, p. 1-13
|
Subject: | Volatility | Uncertainty | Risk aversion | Shock-restricted SVAR | Set identification | Theorie | Theory | Risikoaversion | Risiko | Risk | Schock | Shock | Entscheidung unter Unsicherheit | Decision under uncertainty | VAR-Modell | VAR model | Volatilität | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle | Schätzung | Estimation |
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