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A meta model analysis of exchange rate determination

Aristidou, Chrystalleni; Lee, Kevin; Shields, Kalvinder K. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 199-215). 2022

Persistent link: https://www.econbiz.de/10013201858

Shock persistence, uncertainty and news-driven business cycles

Lee, Kevin; Shields, Kalvinder; Turnip, Guido - 2022

This paper considers the macroeconomic effects of shocks with different persistence properties identified from surveys of expectations. Using a GARCH-in-Mean model for the US, we present persistence profiles to illustrate how news about events occurring over different time frames plays different...

Persistent link: https://www.econbiz.de/10013290119

Shock persistence, uncertainty and news-driven business cycles

Lee, Kevin; Shields, Kalvinder K.; Turnip, Guido - 2022

Persistent link: https://www.econbiz.de/10013465756

Measuring the response of macroeconomic uncertainty to shocks

Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - In: The review of economics and statistics 87 (2005) 2, pp. 362-370

Persistent link: https://www.econbiz.de/10002937376

The asymmetric effects of uncertainty on inflation and output growth

Grier, Kevin; Henry, Ólan Thomas John; Olekalns, Nilss; … - In: Journal of applied econometrics 19 (2004) 5, pp. 551-565

Persistent link: https://www.econbiz.de/10002342758

Measuring the response of macroeconomic uncertainty to shocks

Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - 2003

Persistent link: https://www.econbiz.de/10001750601

Uncertainty in a disaggregate model : a data rich approach using Google search queries

Shields, Kalvinder K.; Trung Duc Tran - 2019

Persistent link: https://www.econbiz.de/10012224619

Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth

Savva, Christos S. - In: Journal of applied econometrics 31 (2016) 6, pp. 1192-1196

Persistent link: https://www.econbiz.de/10011689079

Better understanding how uncertainty impacts the economy : insights from internet search data on the importance of disaggregation

Shields, Kalvinder K.; Trung Duc Tran - In: Macroeconomic dynamics 27 (2023) 5, pp. 1319-1344

Persistent link: https://www.econbiz.de/10014306757

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

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