Narrow search
Showing 1 - 10 of 27,578
Cover Image
Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012223881
Cover Image
Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
How do short and long term interest rates respond to a jump in financial uncertainty? We address this question by conducting a local projections analysis with US monthly data, period: 1962-2018. The state-of-the-art financial uncertainty measure proposed by Ludvigson, Ma, and Ng (2019) is found...
Persistent link: https://www.econbiz.de/10012029082
Cover Image
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Cover Image
Inflation and Output Dynamics in the Core VAR Model of the Federal Reserve Board's Macroeconomic Policy Model FRB/US
Von zur Mühlen, Peter - 2022
examine the short and long-run dynamics of output, inflation, and the funds rate in three versions of the VAR models. In … but on the sample estimates of autocorrelations and power spectra of the time series of output, inflation, and the federal … the inflation rate. Another topic is the inflation/output tradeoff characteristic of each model. Both of these have …
Persistent link: https://www.econbiz.de/10013404250
Cover Image
Uncertainty shocks and inflation dynamics in the U.S.
Haque, Qazi; Magnusson, Leandro M. - 2020
Persistent link: https://www.econbiz.de/10012601651
Cover Image
Uncertainty shocks and inflation dynamics in the US
Haque, Qazi; Magnusson, Leandro M. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
Cover Image
Less bang for the buck? : assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment
Herwartz, Helmut; Rohloff, Hannes - 2018
We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy … through the external finance premium and the term structure of interest rates appears strongly dependent on inflation …
Persistent link: https://www.econbiz.de/10011931106
Cover Image
Uncertainty shocks and inflation dynamics inthe U.S.
Haque, Qazi; Magnusson, Leandro M. - 2020
Persistent link: https://www.econbiz.de/10012534337
Cover Image
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Cover Image
Effects of US policy uncertainty on Swedish GDP growth
Stockhammar, Pär; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 443-462
Persistent link: https://www.econbiz.de/10011454343