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Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion
Kim, Youngju - 2019
We investigate the relative roles of US economic policy uncertainty andglobal risk aversion in contributing to … short-lived and robust reactions to US risk aversion shocks. A novel finding of this paper is that the responses of AEs and … EMEs are asymmetric: AEs react more strongly to US policy uncertainty shocks while EMEs are more sensitive to risk aversion …
Persistent link: https://www.econbiz.de/10012897918
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Foreign and domestic uncertainty shocks in four open economies
Nilavongse, Rachatar; Rubaszek, Michał; Stæhr, Karsten; … - In: Open economies review 32 (2021) 5, pp. 933-954
Persistent link: https://www.econbiz.de/10013171875
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Capital controls spillovers
Landi, Valerio Nispi - In: Journal of international money and finance 109 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012403910
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Low pass-through and high spillovers in NOEM: what does help and what does not
De Walque, Gregory; Lejeune, Thomas; Rannenberg, Ansgar; … - 2020
NOEM with a distribution sector for mitigating the exchange-rate pass-through, and foreign input trade for spillovers. We …
Persistent link: https://www.econbiz.de/10012243783
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International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey - 2018
Persistent link: https://www.econbiz.de/10012202181
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The impact of US uncertainty shocks on small open economies
Stockhammar, Pär; Österholm, Pär - In: Open economies review 28 (2017) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10011804359
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Economic policy uncertainty in the EuroaArea : cross-country spillovers and macroeconomic impact
Clausen, Volker; Schlösser, Alexander; Thiem, Christopher - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 957-983
Persistent link: https://www.econbiz.de/10012122242
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Economic Policy Uncertainty in Europe : spillovers and common shocks
Baxa, Jaromír; Šestořád, Tomáš - 2024
This paper proposes a novel approach to decompose the Economic Policy Uncertainty indices of European countries into the common and country-specific components using the time-varying total connectedness. Then, by employing a Bayesian panel VAR model, we assess how common and country-specific...
Persistent link: https://www.econbiz.de/10015069591
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The spillover effects of economic policy uncertainty in Latin America on the Spanish economy
Ghirelli, Corinna; Pérez, Javier J.; Urtasun, Alberto - In: Latin American journal of central banking : LAJCB 2 (2021) 2, pp. 1-39
We construct economic policy uncertainty (EPU) indexes for a number of Latin American (LA) economies (Argentina, Brazil, Chile, Colombia, Mexico, Peru, Venezuela) and the region as a whole, based on reports in the Spanish press. Our measures are comparable across countries. We study the...
Persistent link: https://www.econbiz.de/10012545889
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Economic policy uncertainty and the volatility connectedness between oil shocks and metal market : an extension
Oliyide, Johnson A.; Adekoya, Oluwasegun B.; Khan, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 136-150
Persistent link: https://www.econbiz.de/10013269649