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Proxy VAR models in a data-rich environment
Bruns, Martin - 2019
financial variables changes the model dynamics and delivers price responses which are more in line with economic theory. A … second application shows that an exogenous increase in uncertainty affects disaggregated investment series more negatively …
Persistent link: https://www.econbiz.de/10012125244
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Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia; Parla, Fabio - 2021
Persistent link: https://www.econbiz.de/10012792759
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A BVAR approach to the impact of policy uncertainty on international trade and investment
Dhannur, Vijaykumar; John, Ashwin R. - In: The Indian economic journal 66 (2018) 3/4, pp. 312-325
Persistent link: https://www.econbiz.de/10012390811
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Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019
Persistent link: https://www.econbiz.de/10012224674
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Empirical evidence on the dynamics of investment under uncertainty in the U.S.
Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019
Persistent link: https://www.econbiz.de/10012208719
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Global macroeconomic uncertainty
Berger, Tino; Grabert, Sibylle; Kempa, Bernd - In: Journal of macroeconomics 53 (2017), pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
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Quantitative Ansätze zur Evaluation von Hedgefonds-Investments
Mandl, Jochen - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003744975
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Does geopolitical uncertainty matter for the diffusion of clean energy?
Cheikh, Nidhaleddine Ben; Zaied, Younes Ben - In: Energy economics 132 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015047064
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The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D. - In: Portuguese economic journal 23 (2024) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
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"Uncertainty, investment and economic growth : evidence from a dynamic panel"
Asteriou, Dimitrios; Price, Simon - In: Review of development economics 9 (2005) 2, pp. 277-288
Persistent link: https://www.econbiz.de/10002810214