International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach
Year of publication: |
2017
|
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Authors: | Belke, Ansgar ; Osowski, Thomas |
Publisher: |
Maastricht : Global Labor Organization (GLO) |
Subject: | Economic policy uncertainty | Europe | FAVAR analysis | large-scale econometric models | option value of waiting | uncertainty effects | international uncertainty spillovers | United States |
Series: | GLO Discussion Paper ; 35 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1679326910 [GVK] hdl:10419/155775 [Handle] RePEc:zbw:glodps:35 [RePEc] |
Classification: | C32 - Time-Series Models ; F42 - International Policy Coordination and Transmission ; D80 - Information and Uncertainty. General |
Source: |
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International effects of euro area versus US policy uncertainty: A FAVAR approach
Belke, Ansgar, (2017)
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International effects of euro area versus US policy uncertainty: A FAVAR approach
Belke, Ansgar, (2017)
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar, (2017)
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