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Uncertainty and employment dynamics in the euro area and the US
Netšunajev, Aleksei; Glass, Katharina - 2016
In this paper we investigate transmission and spillovers of local and foreign economic policy uncertainty shocks to unemployment in two largest economic regions in the world - the United States (US) and the Euro area (EA). For this purpose we deploy Bayesian Markov-switching structural vector...
Persistent link: https://www.econbiz.de/10011437769
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Understanding Uncertainty Shocks and the Role of Black Swans
Orlik, Anna - 2014
parameter estimates, especially those that affect the risk of a black swan, explain most of the shocks to uncertainty …
Persistent link: https://www.econbiz.de/10013048043
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010414287
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010416717
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2015
Persistent link: https://www.econbiz.de/10011535422
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Understanding Uncertainty Shocks and the Role of Black Swans
Orlik, Anna - 2016
paper provides a data-disciplined theory of belief formation that explains large fluctuations in uncertainty. It argues that … distribution. Our main contribution is to explain why real-time estimation of distributions with non-normal tails are prone to … large uncertainty fluctuations. We use theory and data to show how small changes in estimated skewness whip around …
Persistent link: https://www.econbiz.de/10012996162
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Understanding Uncertainty Shocks and the Role of Black Swans
Orlik, Anna - 2014
parameter estimates, especially those that affect the risk of a black swan, explain most of the shocks to uncertainty …
Persistent link: https://www.econbiz.de/10012458223
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2022
Persistent link: https://www.econbiz.de/10014282914
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Measuring the origins of macroeconomic uncertainty
Mumtaz, Haroon - 2018
This paper extends the procedure developed by Jurado et al. (2015) to allow the estimation of measures of uncertainty …
Persistent link: https://www.econbiz.de/10011895010
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Macroeconomic uncertainty and forecasting macroeconomic aggregates
Reif, Magnus - 2018
Can information on macroeconomic uncertainty improve the forecast accuracy for key macroeconomic time series for the US? Since previous studies have demonstrated that the link between the real economy and uncertainty is subject to nonlinearities, I assess the predictive power of macroeconomic...
Persistent link: https://www.econbiz.de/10011918367