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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%. …
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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. …
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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. …
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