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Baker, Scott R. - 2020

Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators - stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business...

Persistent link: https://www.econbiz.de/10012481939

Decomposing the effect of domestic and foreign economic policy uncertainty shocks on real and financial sectors : evidence from BRIC countries

Kumar, Ameet; Kalhoro, Muhammad Ramzan; Kumar, Rakesh; … - In: Journal of risk and financial management : JRFM 13 (2020) 12/315, pp. 1-23

This study examines the impact of domestic and foreign shocks on the real and financial sector of BRIC countries. For this purpose, we use a structural vector autoregressive (SVAR) model over the extended period of 1997 to 2016. We conclude that domestic policy shocks have a more substantial...

Persistent link: https://www.econbiz.de/10012392584

Incentives for Collaboration and Competition : Experimental Evidence on Innovation, Behavior and Performance

Heite, Jonas - 2020 - 1st ed. 2020.

pressure: The effect of asymmetric contests on effort, stress and performance -- Performance in contests: The role of risk and … properties as well as underlying mechanisms (e.g., effort, risk, confidence and stress) of ability configurations in contests …: The role of risk and confidence Target Groups Researchers and students in the fields of innovation and entrepreneurship …

Persistent link: https://www.econbiz.de/10012399250

Policy Evaluation in Uncertain Economic Environments

Brock, William A. - 2003

This paper develops a decision-theoretic approach to policy analysis. We argue that policy evaluation should be conducted on the basis of two factors: the policymaker's preferences, and the conditional distribution of the outcomes of interest given a policy and available information. From this...

Persistent link: https://www.econbiz.de/10012468673

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2020

Persistent link: https://www.econbiz.de/10012416845

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2021

We build a new empirical model to estimate the global impact of an increase in the volatility of US monetary policy shocks. Specifically, we admit time-varying variances of local structural shocks from a stochastic volatility specification. By allowing for rich dynamic interaction between the...

Persistent link: https://www.econbiz.de/10012418859

The policy uncertainty and market volatility puzzle : evidence from wavelet analysis

Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284

Persistent link: https://www.econbiz.de/10012421584

The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using GARCH-MIDAS approach

Razmi, Seyedeh Fatemeh; Bajgiran, Bahareh Ramezanian; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 278-281

Persistent link: https://www.econbiz.de/10012500847

How risky is monetary policy? : the effect of monetary policy on systemic risk in the Euro area

Leitner, Georg; Hübel, Teresa; Wolfmayr, Anna; … - 2021

Persistent link: https://www.econbiz.de/10012501654

Monetary policy uncertainty and the response of the yield curve to policy shocks

Tillmann, Peter - 2017

This paper studies the non-linear response of the term structure of interest rates to monetary policy shocks. We show that uncertainty about monetary policy changes the way the term structure responds to monetary policy. A policy tightening leads to a significantly smaller increase in long-term...

Persistent link: https://www.econbiz.de/10011661992