Measuring macroeconomic uncertainty : a historical perspective
Yifan Shen
| Year of publication: |
2020
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|---|---|
| Authors: | Shen, Yifan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 196.2020, p. 1-5
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| Subject: | Stochastic volatility | Uncertainty shocks | Uncertainty spillover | Risiko | Risk | Volatilität | Volatility | Schock | Shock | Spillover-Effekt | Spillover effect | Konjunktur | Business cycle | Schätzung | Estimation | Theorie | Theory | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109592 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012510982