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Impact of global uncertainty on the global economy and large developed and developing economies
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Applied economics 52 (2020) 22, pp. 2392-2407
Persistent link: https://www.econbiz.de/10012210880
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The impact of global uncertainty on the global economy, and large developed and developing economies
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2017
Persistent link: https://www.econbiz.de/10011748355
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International spill-overs of uncertainty shocks : evidence from a FAVAR
Kamber, Güneş; Karagedikli, Özer; Ryan, Michael; … - 2016
Persistent link: https://www.econbiz.de/10011749400
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Macroeconomic factors and microlevel bank behavior
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - In: Journal of money, credit and banking : JMCB 46 (2014) 4, pp. 715-751
Persistent link: https://www.econbiz.de/10010466885
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Proxy VAR models in a data-rich environment
Bruns, Martin - 2019
-Augmented VAR (BP-FAVAR) to combine a large information set with an identification scheme based on an external instrument. In an …
Persistent link: https://www.econbiz.de/10012125244
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Monetary policy uncertainty and firm dynamics
Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020
Persistent link: https://www.econbiz.de/10012372937
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Monetary policy uncertainty and firm dynamics
Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020
This paper uses a FAVAR model with external instruments to show that the policy uncertainty shocks are recessionary and … constant firms or constant firms' exit are unable to re-produce the FAVAR response of firm' entry and exit and suggest a much … smaller effect of this shock on real activity. …
Persistent link: https://www.econbiz.de/10012243253
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Monetary-fiscal policy interactions during uncertainty shocks : evidence from Egypt
El-Khishin, Sarah; Kassab, Dina - 2021
Persistent link: https://www.econbiz.de/10012661072
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The dynamic impacts of monetary policy uncertainty shocks
Kamara, Ahmed; Koirala, Niraj P. - In: Economies : open access journal 11 (2023) 1, pp. 1-19
This paper assesses whether the impact of monetary policy 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 2022Q3, we find that uncertainty shocks have larger negative effects on output during the...
Persistent link: https://www.econbiz.de/10013500695
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Inflation during the pandemic: what happened? what is next?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021
near-term using an event study of inflation around global recessions and a factor-augmented vector auto-regression (FAVAR …) model. We report three main results. First, the decline in global inflation during the 2020 global recession was the most … muted and shortest-lived of any of the five global recessions over the past 50 years and the increase in inflation since May …
Persistent link: https://www.econbiz.de/10012584054