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~person:"Caggiano, Giovanni"
~person:"Martin, Will"
~person:"Schneider, Friedrich"
~source:"econstor"
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Global Financial Uncertainty
2
dynamic hierarchical factor model
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global finance uncertainty multiplier
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structural VAR
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world output loss
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Caggiano, Giovanni
Martin, Will
Schneider, Friedrich
Weerth, Carsten
38
Nerb, Gernot
27
Wohlrabe, Klaus
19
Plenk, Johanna
18
Dreher, Axel
16
Frey, Bruno S.
16
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6
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Pamini, Paolo
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Wagner, Gert G.
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Castelnuovo, Efrem
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Correa, Carlos María
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Fagiolo, Giorgio
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Kholodilin, Konstantin A.
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Braun, Sebastian
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Eder, Christoph
4
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4
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Bank of Finland Research Discussion Papers
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ECONIS (ZBW)
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Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
achieves set-identiÖcation via a combination of narrative, sign, ratio, and correlation restrictions. We Önd that the
world
…, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012614213
Saved in:
2
Global Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
the
world
output loss that materialized during the great recession would have been 13% lower in absence of GFU shocks. We … after GFU shocks, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012493031
Saved in:
3
The Global Effects of Covid-19-Induced Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and
world
… outbreak. We predict the cumulative loss in
world
output one year after the uncertainty shock due to Covid-19 to be about 14%. …
Persistent link: https://www.econbiz.de/10012214191
Saved in:
4
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and
world
… outbreak. We predict the cumulative loss in
world
output one year after the uncertainty shock due to Covid-19 to be about 14%. …
Persistent link: https://www.econbiz.de/10012614205
Saved in:
5
Drivers of the Underground Economy around the Millienium: A Long Term Look for the United States
Goel, Rajeev K.
;
Saunoris, James W.
;
Schneider, Friedrich
-
2017
economy increased during both
world
wars, but was lower during the great depression. However, in the short run, the …
Persistent link: https://www.econbiz.de/10011744569
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