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~isPartOf:"CESifo working papers"
~person:"Caggiano, Giovanni"
~subject:"Internationaler Finanzmarkt"
~subject:"Schätzung"
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Caggiano, Giovanni
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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/10012213164
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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/10012431805
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