Showing 1 - 10 of 52,811
Persistent link: https://www.econbiz.de/10013253091
medium term the increased volatility from the shock induces an overshoot in output, employment and productivity. Thus, second … oil-price shock and the 9/11 terrorist attack. This paper offers a structural framework to analyze the impact of these … data. The parameterized model is then used to simulate a macro uncertainty shock, which produces a rapid drop and rebound …
Persistent link: https://www.econbiz.de/10012751817
medium term the increased volatility from the shock induces an overshoot in output, employment and productivity. Thus, second … oil-price shock and the 9/11 terrorist attack. This paper offers a structural framework to analyze the impact of these … data. The parameterized model is then used to simulate a macro uncertainty shock, which produces a rapid drop and rebound …
Persistent link: https://www.econbiz.de/10012465265
This paper assesses whether the impact of uncertainty on the U.S. economy has changed over time. Estimating a Time-Varying Parameter Vector Autoregressive model on U.S. data from 1985Q1 to 2021Q2, we find that uncertainty shocks have larger negative effects on output during the Covid-19...
Persistent link: https://www.econbiz.de/10013298830
Persistent link: https://www.econbiz.de/10011326721
Persistent link: https://www.econbiz.de/10009669547
Persistent link: https://www.econbiz.de/10010505393
Persistent link: https://www.econbiz.de/10003315521
Persistent link: https://www.econbiz.de/10003385115
Persistent link: https://www.econbiz.de/10011288641