Similar Search Results

A new approach to identifying the real effects of uncertainty shocks

Shin, Minchul; Zhong, Molin - 2016 - This version: April 25, 2016

This paper proposes a multivariate stochastic volatility-in-vector autoregression model called the conditional … data so they are associated with changes in the volatility of the shocks hitting the macroeconomy. Second, we advance a new …

Persistent link: https://www.econbiz.de/10011500382

Time-varying uncertainty of the Federal Reserve's output gap estimate

Berge, Travis J. - 2020

Persistent link: https://www.econbiz.de/10012388292

Measuring international uncertainty : the case of Korea

Shin, Minchul; Zhang, Boyuan; Zhong, Molin; Lee, Dong Jin - 2017 - This version: April 20, 2017

We leverage a data rich environment to construct and study a measure of macroeconomic uncertainty for the Korean economy. We provide several stylized facts about uncertainty in Korea from 1991M10-2016M5. We compare and contrast this measure of uncertainty with two other popular uncertainty...

Persistent link: https://www.econbiz.de/10011710042