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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
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The effects of oil price uncertainty on global real economic activity
Jo, Soojin - In: Journal of money, credit and banking : JMCB 46 (2014) 6, pp. 1113-1135
Persistent link: https://www.econbiz.de/10010466643
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Global Uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012652747
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012585963
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10013255934
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
We estimate a novel measure of global financial uncertainty (GFU) with a dynamic factor framework that jointly models global, regional, and country-specific factors. We quantify the impact of GFU shocks on global output with a VAR analysis that achieves set-identification via a combination of...
Persistent link: https://www.econbiz.de/10012431805
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
We estimate a novel measure of global Önancial uncertainty (GFU) with a dynamic factor framework that jointly models global, regional, and country-speciÖc factors. We quantify the impact of GFU shocks on global output with a VAR analysis that achieves set-identiÖcation via a combination of...
Persistent link: https://www.econbiz.de/10012432185
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Global financial uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - In: Journal of applied econometrics 38 (2023) 3, pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks
Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012512330
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Global risk and the dollar
Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021
How does global risk impact the world economy? In taking up this question, we focus on the dollar’s role in the … global risk shocks in a Bayesian Proxy VAR model. They cause a synchronized contraction of global economic activity and … illustrate through counterfactuals that the dollar appreciation amplifies the adverse impact of global risk shocks outside of the …
Persistent link: https://www.econbiz.de/10012705529