: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and …

matching framework, we analyse the impact of this unexpected (and therefore exogenous) shock on the stock market. The results … reveal a significant level shift (decline) in asset prices in Switzerland following the discontinuation of the minimum …

In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to … assess the effects of an uncertainty shock in the Euro area. This allows us to treat macroeconomic uncertainty as a latent … quantity during estimation. Only a limited number of contributions to the literature estimate uncertainty and its macroeconomic …

dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …

dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …