uncertainty over and above that to expected inflation, output gap, and output growth. However, this evidence regards the Greenspan … of financial uncertainty over the period 1969-2008. We find evidence in favor of a systematic response to financial …

uncertainty over and above that to expected inflation, output gap, and output growth. However, this evidence regards the Greenspan … of financial uncertainty over the period 1969-2008. We find evidence in favor of a systematic response to financial …

We estimate a nonlinear VAR to quantify the impact of economic policy uncertainty shocks originating in the US on the … in Canada is shown to react to uncertainty shocks in economic busts only. Such shocks explain about 13% of the variance … booms. Counterfactual simulations lead to the identification of a novel “economic policy uncertainty spillovers channel …

uncertainty over and above that to expected inflation, output gap, and output growth. However, this evidence regards the Greenspan … of financial uncertainty over the period 1969-2008. We find evidence in favor of a systematic response to financial …

We employ a parsimonious nonlinear Interacted-VAR to examine whether the real effects of uncertainty shocks are greater … when the economy is at the Zero Lower Bound. We find the contractionary effects of uncertainty shocks to be statistically … between uncertainty shocks and the stance of monetary policy …

We employ a parsimonious nonlinear Interacted-VAR to examine whether the real effects of uncertainty shocks are greater … when the economy is at the Zero Lower Bound. We find the contractionary effects of uncertainty shocks to be statistically … between uncertainty shocks and the stance of monetary policy …

increase in economic policy uncertainty on unemployment in recessions and expansions. We find the response of unemployment to …

We employ a parsimonious nonlinear Interacted-VAR to examine whether the real effects of uncertainty shocks are greater … when the economy is at the ZeroLower Bound. We find the contractionary effects of uncertainty shocks to be statistically … between uncertainty shocks and the stance of monetary policy …