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The spillover of macroeconomic uncertainty between the U.S. and China

Huang, Zhuo; Tong, Chen; Qiu, Han; Shen, Yan - In: Economics letters 171 (2018), pp. 123-127

Persistent link: https://www.econbiz.de/10012021901

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Economic policy uncertainty and unemployment in the United States : a nonlinear approach

Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, Juan … - In: Economics letters 151 (2017), pp. 31-34

Persistent link: https://www.econbiz.de/10011742127

Google It Up! : a Google Trends-based Uncertainty index for the United States and Australia

Castelnuovo, Efrem; Trung Duc Tran - In: Economics letters 161 (2017), pp. 149-153

Persistent link: https://www.econbiz.de/10011904550

Economic policy uncertainty in the US : does it matter for the Euro area?

Colombo, Valentina - In: Economics letters 121 (2013) 1, pp. 39-42

Persistent link: https://www.econbiz.de/10010187095

The changing transmission of uncertainty shocks in the US : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

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