Showing 1 - 10 of 95
This paper investigates if the impact of uncertainty shocks on the US economy has changed over time. To this end, we develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find...
Persistent link: https://www.econbiz.de/10010472799
Persistent link: https://www.econbiz.de/10012607228
Persistent link: https://www.econbiz.de/10010187095
Persistent link: https://www.econbiz.de/10012021901
Persistent link: https://www.econbiz.de/10011904550
Persistent link: https://www.econbiz.de/10012121736
Persistent link: https://www.econbiz.de/10011742127
Persistent link: https://www.econbiz.de/10010235833
Persistent link: https://www.econbiz.de/10003035317
Persistent link: https://www.econbiz.de/10013367365