Empirical evidence on the dynamics of investment under uncertainty in the US
Qazi Haque, Leandro M. Magnusson, Kazuki Tomioka
| Year of publication: |
2019
|
|---|---|
| Authors: | Haque, Qazi ; Magnusson, Leandro M. ; Tomioka, Kazuki |
| Publisher: |
[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | Uncertainty shocks | investment dynamics | TVP-VARs with stochastic volatility | Bayesian VARs | Great Recession | Schock | Shock | Konjunktur | Business cycle | VAR-Modell | VAR model | USA | United States | Schätzung | Estimation | Risiko | Risk | Volatilität | Volatility | Investition | Investment | Entscheidung unter Unsicherheit | Decision under uncertainty | Investitionsentscheidung | Investment decision | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference |
freely available