create a website

The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue.
In: BEMPS - Bozen Economics & Management Paper Series.
RePEc:bzn:wpaper:bemps87.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 109

References cited by this document

Cocites: 62

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Agénor, P.-R. (2002). Business Cycles, Economic Crises, and the Poor. Journal of Economic Policy Reform, 5(3):145–160.

  2. Ahir, H., Bloom, N., and Furceri, D. (2018). The World Uncertainty Index. Technical report, Mimeo.
    Paper not yet in RePEc: Add citation now
  3. Alam, M. R. and Istiak, K. (2020). Impact of US Policy Uncertainty on Mexico: Evidence from Linear and Nonlinear Tests. The Quarterly Review of Economics and Finance, 77:355–366.

  4. Alessandri, P. and Mumtaz, H. (2019). Financial Regimes and Uncertainty Shocks. Journal of Monetary Economics, 101:31–46.

  5. Altig, D., Barrero, J. M., Bloom, N., Davis, S. J., Meyer, B., and Parker, N. (2020). Surveying Business Uncertainty. Journal of Econometrics, In Press.
    Paper not yet in RePEc: Add citation now
  6. Andreasen, M. M. (2012). On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. Review of Economic Dynamics, 15(3):295–316.

  7. Antolín-Díaz, J. and Rubio-Ramírez, J. F. (2018). Narrative Sign Restrictions for SVARs. The American Economic Review, 108(10):2802–2829.

  8. Arellano, C., Bai, Y., and Kehoe, P. (2011). Financial Markets and Fluctuations in Uncertainty. Research department staff report, Federal Reserve Bank of Minneapolis.

  9. Arellano, C., Bai, Y., and Kehoe, P. (2019). Financial Frictions and Fluctuations in Volatility.

  10. Bachmann, R. and Bayer, C. (2013). ‘Wait-and-See’ Business Cycles? Journal of Monetary Economics, 60(6):704–719.
    Paper not yet in RePEc: Add citation now
  11. Bachmann, R., Elstner, S., and Sims, E. R. (2013). Uncertainty and Economic Activity: Evidence from Business Survey Data. American Economic Journal: Macroeconomics, 5(2):217–49.

  12. Baker, S. R., Bloom, N., and Davis, S. J. (2016). Measuring Economic Policy Uncertainty. The Quarterly Journal of Economics, 131(4):1593–1636.

  13. Baker, S. R., Bloom, N., Davis, S. J., and Terry, S. J. (2020). Covid-Induced Economic Uncertainty. NBER Working Paper 26983, National Bureau of Economic Research.

  14. Bansal, R. and Yaron, A. (2004). Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. The journal of Finance, 59(4):1481–1509.

  15. Basu, S. and Bundick, B. (2017). Uncertainty Shocks in a Model of Effective Demand. Econometrica, 85(3):937–958.

  16. Bhattarai, S., Chatterjee, A., and Park, W. Y. (2020). Global Spillover Effects of US Uncertainty. Journal of Monetary Economics, 114:71–89.

  17. Bloom, N. (2009). The Impact of Uncertainty Shocks. Econometrica, 77(3):623–685.

  18. Bloom, N. (2014). Fluctuations in Uncertainty. The Journal of Economic Perspectives, 28(2):153– 175.

  19. Bloom, N., Bond, S., and van Reenen, J. (2007). Uncertainty and Investment Dynamics. The Review of Economic Studies, 74(2):391–415.

  20. Bloom, N., Bunn, P., Chen, S., Mizen, P., Smietanka, P., and Thwaites, G. (2019). The Impact of Brexit on UK Firms. NBER Working Paper 26218, National Bureau of Economic Research.

  21. Bloom, N., Floetotto, M., Jaimovich, N., Saporta-Eksten, I., and Terry, S. J. (2018). Really Uncertain Business Cycles. Econometrica, 86(3):1031–1065.

  22. Bonciani, D. and Van Roye, B. (2016). Uncertainty Shocks, Banking Frictions and Economic Activity. Journal of Economic Dynamics and Control, 73:200–219.

  23. Born, B. and Pfeifer, J. (2014). Policy Risk and the Business Cycle. Journal of Monetary Economics, 68:68–85.

  24. Caggiano, G., Castelnuovo, E., and Groshenny, N. (2014). Uncertainty shocks and unemployment dynamics in us recessions. Journal of Monetary Economics, 67:78–92.

  25. Caggiano, G., Castelnuovo, E., and Nodari, G. (2020). Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009). CESifo Working Paper Series 8497, CESifo Group Munich.

  26. Caggiano, G., Castelnuovo, E., and Pellegrino, G. (2017). Estimating the real effects of uncertainty shocks at the zero lower bound. European Economic Review, 100:257–272.

  27. Caggiano, G., Castelnuovo, E., and Pellegrino, G. (2021). Uncertainty Shocks and the Great Recession: Nonlinearities Matter. Economics Letters, 198.

  28. Caldara, D., Fuentes-Albero, C., Gilchrist, S., and Zakrajšek, E. (2016). The Macroeconomic Impact of Financial and Uncertainty Shocks. European Economic Review, 88:185–207.

  29. Canova, F. and DeNicoló, G. (2002). Monetary disturbances matter for business fluctuations in the G-7. Journal of Monetary Economics, 49(6):1131–1159.

  30. Canova, F. and Paustian, M. (2011). Business cycle measurement with some theory. Journal of Monetary Economics, 58(4):345–361.

  31. Carrière-Swallow, Y. and Céspedes, L. F. (2013). The Impact of Uncertainty Shocks in Emerging Economies. Journal of International Economics, 90(2):316–325.

  32. Carriero, A., Clark, T. E., and Marcellino, M. (2018). Measuring Uncertainty and Its Impact on the Economy. Review of Economics and Statistics, 100(5):799–815.

  33. Carriero, A., Mumtaz, H., Theodoridis, K., and Theophilopoulou, A. (2015). The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach. Journal of Money, Credit and Banking, 47(6):1223–1238.

  34. Carroll, C. D. and Kimball, M. S. (2008). Precautionary Saving and Precautionary Wealth. In The New Palgrave Dictionary of Economics, pages 1–19. Matias Vernengo, Esteban Perez Caldentey, and Barkley J. Rosser Jr (eds.), Palgrave Macmillan, 2nd edition.
    Paper not yet in RePEc: Add citation now
  35. Cascaldi-Garcia, D., Datta, D., RT Ferreira, T., Grishchenko, O. V., Jahan-Parvar, M. R., Londono, J. M., Loria, F., Ma, S., Rodriguez, M., Rogers, J. H., et al. (2020). What is certain about uncertainty? Olesya V. and Jahan-Parvar, Mohammad R. and Londono-Yarce, Juan-Miguel and Loria, Francesca and Ma, Sai and Rodriguez, Marius and Rogers, John H. and Sarisoy, Cisil and Zer, Ilknur, What is Certain About Uncertainty.

  36. Castelnuovo, E. and Pellegrino, G. (2017). A Short Review of the Recent Literature on Uncertainty. The Australian Economic Review, 50(1):68–78.
    Paper not yet in RePEc: Add citation now
  37. Castelnuovo, E. and Pellegrino, G. (2018). Uncertainty–Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. Journal of Economic Dynamics and Control, 93:277– 296.

  38. Cesa-Bianchi, A. and Corugedo, E. F. (2018). Uncertainty, Financial Frictions, and Nominal Rigidities: A Quantitative Investigation. Journal of Money, Credit and Banking, 50(4):603–636.

  39. Christiano, L. J., Motto, R., and Rostagno, M. (2014). Risk Shocks. The American Economic Review, 104(1):27–65.

  40. Chugh, S. K. (2016). Firm Risk and Leverage-Based Business Cycles. Review of Economic Dynamics, 20:111–131.

  41. Denis, S. and Kannan, P. (2013). The Impact of Uncertainty Shocks on the UK Economy. IMF Working Paper 2013/066, International Monetary Fund.

  42. Dixit, R. K. and Pindyck, R. S. (1994). Investment under Uncertainty. Princeton University Press.

  43. Doevenspeck, M. and Mwanabiningo, N. M. (2012). Navigating uncertainty: Observations from the Congo-Rwanda border. In Subverting Borders. Doing Research on Smuggling and Small-Scale Trade, pages 85–106. Bettina Bruns and Judith Miggelbrink (eds), Springer.
    Paper not yet in RePEc: Add citation now
  44. Eberly, J. C. (1994). Adjustment of consumers’ durables stocks: Evidence from automobile purchases. Journal of political Economy, 102(3):403–436.

  45. Fasani, S. and Rossi, L. (2018). Are Uncertainty Shocks Aggregate Demand Shocks? Economics Letters, 167:142–146.

  46. Faust, J. (1998). The Robustness of Identified VAR Conclusions about Money. Carnegie-Rochester Conference Series on Public Policy, 49:207–244.

  47. Fernández-Villaverde, J. and Guerrón-Quintana, P. (2020). Uncertainty Shocks and Business Cycle Research. Review of Economic Dynamics, 37:S118–S146.
    Paper not yet in RePEc: Add citation now
  48. Fernández-Villaverde, J. and Rubio-Ramírez, J. F. (2013). Macroeconomics and Volatility: Data, Models, and Estimation. In Advances in Economics and Econometrics. Tenth World Congress, volume 3: Econometrics, chapter 4, pages 137–183. Daron Acemoglu, Manuel Arellano, Eddie Dekel (eds.), Cambridge University Press.

  49. Fernández-Villaverde, J., Guerrón-Quintana, P., Kuester, K., and Rubio-Ramírez, J. F. (2015). Fiscal Volatility Shocks and Economic Activity. The American Economic Review, 105(11):3352– 3384.

  50. Fernández-Villaverde, J., Guerrón-Quintana, P., Rubio-Ramírez, J. F., and Uribe, M. (2011). Risk Matters: The Real Effects of Volatility Shocks. The American Economic Review, 101(6):2530– 2561.

  51. Fontaine, I., Didier, L., and Razafindravaosolonirina, J. (2017). Foreign policy uncertainty shocks and us macroeconomic activity: Evidence from china. Economics Letters, 155:121–125.

  52. Fontaine, I., Razafindravaosolonirina, J., and Didier, L. (2018). Chinese Policy Uncertainty Shocks and the World Macroeconomy: Evidence from STVAR. China Economic Review, 51:1–19.

  53. Fry, R. and Pagan, A. (2011). Sign restrictions in structural vector autoregressions: A critical review. Journal of Economic Literature, 49(4):938–60.

  54. Gilchrist, S., Sim, J. W., and Zakrajšek, E. (2014). Uncertainty, Financial Frictions, and Investment Dynamics. NBER Working Paper 20038, National Bureau of Economic Research, Inc.

  55. Gourio, F. (2012). Disaster Risk and Business Cycles. The American Economic Review, 102(6):2734–2766.

  56. Guiso, L., Jappelli, T., and Terlizzese, D. (1992). Earnings Uncertainty and Precautionary Saving. Journal of Monetary Economics, 30(2):307–337.

  57. Gupta, R., Olasehinde-Williams, G., and Wohar, M. E. (2020). The impact of us uncertainty shocks on a panel of advanced and emerging market economies. The Journal of International Trade & Economic Development, 29(6):711–721.

  58. HRW (2020). DR Congo: Repression Escalates. Crackdown on Media, Dissent, Protests. Human rights watch, International Monetary Fund. African Dept.
    Paper not yet in RePEc: Add citation now
  59. IMF (2019a). Democratic Republic of the Congo : Staff-Monitored Program and Request for Disbursement Under the Rapid Credit Facility; Press Release; Staff Report; and Statement by the Executive Director for the Democratic Republic of the Congo. Technical report, International Monetary Fund. African Dept.
    Paper not yet in RePEc: Add citation now
  60. IMF (2019b). Democratic Republic of the Congo: 2019 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for the Democratic Republic of the Congo. International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  61. IMF (2020). Regional Economic Outlook, October 2020, Sub-Saharan Africa : A Difficult Road to Recovery. Technical report, International Monetary Fund. African Dept.
    Paper not yet in RePEc: Add citation now
  62. Jackson, L. E., Kliesen, K. L., and Owyang, M. T. (2020). The nonlinear effects of uncertainty shocks. Studies in Nonlinear Dynamics & Econometrics, 24(4).

  63. Jones, P. M., Enders, W., et al. (2016). The asymmetric effects of uncertainty on macroeconomic activity. Macroeconomic Dynamics, 20(5):1219–1246.

  64. Jurado, K., Ludvigson, S. C., and Ng, S. (2015). Measuring Uncertainty. The American Economic Review, 105(3):1177–1216.

  65. Justiniano, A. and Primiceri, G. E. (2008). The Time-Varying Volatility of Macroeconomic Fluctuations. The American Economic Review, 98(3):604–641.

  66. Kilian, L. and Vigfusson, R. J. (2011). Are the responses of the us economy asymmetric in energy price increases and decreases? Quantitative Economics, 2(3):419–453.

  67. Koop, G., Pesaran, M. H., and Potter, S. M. (1996). Impulse response analysis in nonlinear multivariate models. Journal of econometrics, 74(1):119–147.

  68. Koren, M. and Tenreyro, S. (2007). Volatility and development. The Quarterly Journal of Economics, 122(1):243–287.

  69. Koyame, M. and Clark, J. F. (2002). The Economic Impact of the Congo War. In The African Stakes of the Congo War, chapter 12, pages 201–223. John F. Clark (ed.), Palgrave Macmillan, New York.
    Paper not yet in RePEc: Add citation now
  70. Kumar, A., Mallick, S., and Sinha, A. (2021). Is uncertainty the same everywhere? advanced versus emerging economies. Economic Modelling, page 105524.

  71. Larmer, M., Laudati, A., and Clark, J. F. (2013). Neither War nor Peace in the Democratic Republic of Congo (DRC): Profiting and Coping Amid Violence and Disorder. Review of African Political Economy, 40(135):1–12.

  72. Leduc, S. and Liu, Z. (2016). Uncertainty Shocks are Aggregate Demand Shocks. Journal of Monetary Economics, 82:20–35.

  73. Ludvigson, S. C., Ma, S., and Ng, S. (2015). Uncertainty and business cycles: exogenous impulse or endogenous response? Technical report, National Bureau of Economic Research.

  74. Ludvigson, S. C., Ma, S., and Ng, S. (2021). Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? American Economic Journal: Macroeconomics, forthcoming.

  75. McCalpin, J. O. (2002). Historicity of a Crisis. The Origins of the Congo War. In The African Stakes of the Congo War, volume Chapter 3, pages 33–50. Palgrave Macmillan US.
    Paper not yet in RePEc: Add citation now
  76. Meinen, P. and Roehe, O. (2018). To sign or not to sign? on the response of prices to financial and uncertainty shocks. Economics Letters, 171:189–192.

  77. Moran, K., Stevanović, D., and Touré, A. K. (2020). Macroeconomic uncertainty and the covid-19 pandemic: Measure and impacts on the canadian economy. CIRANO.

  78. Moshonas, S. (2020). The Use(fulness) of Discourses of ‘Responsibility’ on the DRC’s ‘Sovereign Frontier’. In Regimes of Responsibility in Africa: Genealogies, Rationalities and Conflicts, volume Chapter 2, pages 40–61. Benjamin Rubbers, Alessandro Jedlowski (eds), Berghahn Books.
    Paper not yet in RePEc: Add citation now
  79. Mukwiza Ndahinda, F. (2016). Collective Victimization and Subjectivity in the Democratic Republic of Congo. International Journal on Minority and Group Rights, 23(2):137–178.
    Paper not yet in RePEc: Add citation now
  80. Mumtaz, H. and Theodoridis, K. (2017). Common and country specific economic uncertainty. Journal of International Economics, 105:205–216.

  81. Mumtaz, H. and Theodoridis, K. (2018). The changing transmission of uncertainty shocks in the us. Journal of Business & Economic Statistics, 36(2):239–252.

  82. Nodari, G. (2014). Financial regulation policy uncertainty and credit spreads in the us. Journal of Macroeconomics, 41:122–132.

  83. Pástor, L. and Veronesi, P. (2013). Political Uncertainty and Risk Premia. Journal of Financial Economics, 110(3):520–545.

  84. Panousi, V. and Papanikolaou, D. (2012). Investment, Idiosyncratic Risk, and Ownership. The Journal of Finance, 67(3):1113–1148.

  85. Pellegrino, G. (2018). Uncertainty and the real effects of monetary policy shocks in the euro area. Economics Letters, 162:177–181.

  86. Pellegrino, G. (2021). Uncertainty and Monetary Policy in the US: A Journey into Non–Linear Territory. Economic Inquiry, 59(3):1106–1128.

  87. Pellegrino, G., Castelnuovo, E., and Caggiano, G. (2020). Uncertainty and Monetary Policy during Extreme Events. CESifo Working Paper 8561, CESifo Group Munich.

  88. Pellegrino, G., Castelnuovo, E., and Caggiano, G. (2021). Uncertainty and Monetary Policy during the Great Recession. CESifo Working Paper 8985, CESifo Group Munich.

  89. Pindyck, R. S. (1982). Adjustment Costs, Uncertainty, and the Behavior of the Firm. The American Economic Review, 72(3):415–427.

  90. Prunier, G. (2008). Africa’s World War. Congo, the Rwandan Genocide, and the Making of a Continental Catastrophe. Oxford University Press.
    Paper not yet in RePEc: Add citation now
  91. Redl, C. (2017). The Impact of Uncertainty Shocks on the UK Economy. Working Paper 695, Bank of England.

  92. Redl, C. (2018). Macroeconomic Uncertainty in South Africa. South African Journal of Economics, 86(3):316–380.

  93. Redl, C. (2020). Uncertainty Matters: Evidence from Close Elections. Journal of International Economics, 124:662–675.

  94. Reyntjens, F. (2010). The Great African War: Congo and Regional Geopolitics, 1996–2006. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  95. Rossi, B. and Sekhposyan, T. (2015). Macroeconomic uncertainty indices based on nowcast and forecast error distributions. American Economic Review, 105(5):650–55.

  96. Rubio-Ramirez, J. F., Waggoner, D. F., and Zha, T. (2010). Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference. The Review of Economic Studies, 77(2):665–696.

  97. Schmitt-Grohé, S. and Uribe, M. (2018). How important are terms-of-trade shocks? International Economic Review, 59(1):85–111.

  98. Scotti, C. (2016). Surprise and uncertainty indexes: Real-time aggregation of real-activity macrosurprises. Journal of Monetary Economics, 82:1–19.

  99. Shen, Y. (2020). Measuring Macroeconomic Uncertainty: A Historical Perspective. Economics Letters, 196:109592.

  100. Shin, M. and Zhong, M. (2020). A new approach to identifying the real effects of uncertainty shocks. Journal of Business & Economic Statistics, 38(2):367–379.

  101. Sims, C. A., Stock, J. H., and Watson, M. W. (1990). Inference in Linear Time Series Models with some Unit Roots. Econometrica, 58(1):113–144.

  102. Stock, J. H. and Watson, M. W. (2001). Vector Autoregressions. The Journal of Economic Perspectives, 15(4):101–115.

  103. The variance-covariance matrix in (15) is given by Ω = DD . The Cholesky decomposition restricts D to be lower triangular, thereby implying a recursive identification. However, in the Cholesky decomposition, the VCV matrix admits that Ω = DInD where In = QQ and Q denotes an orthonormal matrix. To identify shocks through sign restrictions, we must specify a set of admissible Q matrices (Caldara et al., 2016).
    Paper not yet in RePEc: Add citation now
  104. The World Bank (2013). World Development Report 2014 : Risk and Opportunity – Managing Risk for Development. World development report Washington, D.C. : World Bank Group.

  105. The World Bank and IMF (2019). The Democratic Republic of the Congo: Joint Bank-Fund Debt Sustainability Analysis. Technical report, International Development Association (IDA) and the International Monetary Fund (IMF).

  106. Trung, N. B. (2019). The Spillover Effect of the US Uncertainty on Emerging Economies: A Panel VAR Approach. Applied Economics Letters, 26(3):210–216.
    Paper not yet in RePEc: Add citation now
  107. Tsasa, J.-P. K. (2018). Guerres civiles, Dépenses militaires et Performances économiques. L’Actualité économique, Revue d’analyse économique (Société Canadienne de Science Économique), 94(3):309–339.
    Paper not yet in RePEc: Add citation now
  108. Uhlig, H. (2005). What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure. Journal of Monetary Economics, 52(2):381–419.

  109. Vavra, J. (2014). Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation. The Quarterly Journal of Economics, 129(1):215–258. A Econometric procedure In this appendix, we explain thoroughly the econometric procedure we apply for the estimation of our model. Data sources and additional empirical results are presented in Appendices B and C, respectively. A.1 The Model and the Identification Strategy We consider the following reduced-form VAR representation: Yt = C + P

Cocites

Documents in RePEc which have cited the same bibliography

  1. Traditional or social media: which capture employment better?. (2024). Cizmesija, Mirjana ; Hruska, Marija.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:48:y:2024:i:4:p:399-419.

    Full description at Econpapers || Download paper

  2. Psychological factors of Canadian and Mexican tourists and the US tourism sector. (2023). Istiak, Khandokar.
    In: Tourism Economics.
    RePEc:sae:toueco:v:29:y:2023:i:5:p:1328-1354.

    Full description at Econpapers || Download paper

  3. Fiscal Consolidation: Taking Stock of Success Factors, Impact, and Design. (2023). Selim, Hoda ; Balasundharam, Vybhavi ; Benicio, Dalmacio ; Basdevant, Olivier ; Kim, Yujin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2023/063.

    Full description at Econpapers || Download paper

  4. Global Uncertainty and Exchange Rate Volatility. (2022). Tumturk, Ouz.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2022:i:37:p:69-84.

    Full description at Econpapers || Download paper

  5. Unravelling the Narratives Behind Macroeconomic Forecasts. (2022). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp18-2022.

    Full description at Econpapers || Download paper

  6. Monetary policy uncertainty and inflation expectations. (2021). Blagov, Boris ; Arce-Alfaro, Gabriel.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:899.

    Full description at Econpapers || Download paper

  7. Dynamic effects of patent policy on innovation and inequality in a Schumpeterian economy. (2021). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: Economic Theory.
    RePEc:spr:joecth:v:71:y:2021:i:4:d:10.1007_s00199-021-01357-6.

    Full description at Econpapers || Download paper

  8. On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

    Full description at Econpapers || Download paper

  9. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

    Full description at Econpapers || Download paper

  10. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202145.

    Full description at Econpapers || Download paper

  11. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
    In: Working Papers.
    RePEc:pre:wpaper:202136.

    Full description at Econpapers || Download paper

  12. Equity Market Connectedness across Regimes of Geopolitical Risks. (2021). Miescu, Mirela ; Jalloul, Maya.
    In: Working Papers.
    RePEc:lan:wpaper:324219805.

    Full description at Econpapers || Download paper

  13. Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

    Full description at Econpapers || Download paper

  14. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

    Full description at Econpapers || Download paper

  15. The Spillover of Inflation among the G7 Countries. (2021). Tiwari, Aviral ; Sohag, Kazi ; Husain, Humaira ; Istiak, Khandokar.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:392-:d:619209.

    Full description at Econpapers || Download paper

  16. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

    Full description at Econpapers || Download paper

  17. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

    Full description at Econpapers || Download paper

  18. Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

    Full description at Econpapers || Download paper

  19. Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Economics Letters.
    RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

    Full description at Econpapers || Download paper

  20. In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

    Full description at Econpapers || Download paper

  21. On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580.

    Full description at Econpapers || Download paper

  22. The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps87.

    Full description at Econpapers || Download paper

  23. Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_013.

    Full description at Econpapers || Download paper

  24. Risk, uncertainty and the tourism sector of North Africa. (2021). Istiak, Khandokar.
    In: African Development Review.
    RePEc:bla:afrdev:v:33:y:2021:i:2:p:329-342.

    Full description at Econpapers || Download paper

  25. Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Papers.
    RePEc:arx:papers:2102.06404.

    Full description at Econpapers || Download paper

  26. Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2021-12.

    Full description at Econpapers || Download paper

  27. The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S.
    In: Discussion Papers.
    RePEc:zbw:bubdps:142020.

    Full description at Econpapers || Download paper

  28. Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Working papers.
    RePEc:rie:riecdt:69.

    Full description at Econpapers || Download paper

  29. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202046.

    Full description at Econpapers || Download paper

  30. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
    In: MPRA Paper.
    RePEc:pra:mprapa:99403.

    Full description at Econpapers || Download paper

  31. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109087.

    Full description at Econpapers || Download paper

  32. Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad.
    In: MPRA Paper.
    RePEc:pra:mprapa:103501.

    Full description at Econpapers || Download paper

  33. Measuring and assessing economic uncertainty. (2020). Claveria, Oscar.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202011.

    Full description at Econpapers || Download paper

  34. The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

    Full description at Econpapers || Download paper

  35. Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach. (2020). Schmidt, Jorg.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301911.

    Full description at Econpapers || Download paper

  36. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2020). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826.

    Full description at Econpapers || Download paper

  37. Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

    Full description at Econpapers || Download paper

  38. Risk, uncertainty, and leverage. (2020). Serletis, Apostolos ; Istiak, Khandokar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:257-273.

    Full description at Econpapers || Download paper

  39. Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

    Full description at Econpapers || Download paper

  40. The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202485.

    Full description at Econpapers || Download paper

  41. Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202472.

    Full description at Econpapers || Download paper

  42. Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:687.

    Full description at Econpapers || Download paper

  43. Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus.
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:87.

    Full description at Econpapers || Download paper

  44. Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8791.

    Full description at Econpapers || Download paper

  45. Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2035.

    Full description at Econpapers || Download paper

  46. On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

    Full description at Econpapers || Download paper

  47. “Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:202003.

    Full description at Econpapers || Download paper

  48. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2020-05.

    Full description at Econpapers || Download paper

  49. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2019). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: EconStor Preprints.
    RePEc:zbw:esprep:204444.

    Full description at Econpapers || Download paper

  50. Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik.
    In: Working papers.
    RePEc:yon:wpaper:2019rwp-142.

    Full description at Econpapers || Download paper

  51. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: MPRA Paper.
    RePEc:pra:mprapa:96240.

    Full description at Econpapers || Download paper

  52. Banking Panic Risk and Macroeconomic Uncertainty. (2019). Poeschl, Johannes ; Mikkelsen, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:94729.

    Full description at Econpapers || Download paper

  53. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: Working Papers.
    RePEc:liv:livedp:201911.

    Full description at Econpapers || Download paper

  54. Uncertainty shocks in emerging economies. (2019). Miescu, Mirela.
    In: Working Papers.
    RePEc:lan:wpaper:277077821.

    Full description at Econpapers || Download paper

  55. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

    Full description at Econpapers || Download paper

  56. .

    Full description at Econpapers || Download paper

  57. Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard.
    In: Working Papers.
    RePEc:fdi:wpaper:599.

    Full description at Econpapers || Download paper

  58. Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard.
    In: Working Papers.
    RePEc:fdi:wpaper:598.

    Full description at Econpapers || Download paper

  59. The Role of Distribution of the Income Shares of Individuals in Tradables and Nontradables on Exchange Rate Fluctuations and Delay of Stabilizations. (2006). Aysan, Ahmet.
    In: Working Papers.
    RePEc:bou:wpaper:2006/11.

    Full description at Econpapers || Download paper

  60. Distributional effects of crises : the role of financial transfers. (2003). Schmukler, Sergio ; Halac, Marina.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3173.

    Full description at Econpapers || Download paper

  61. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

  62. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-27 08:19:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy