The changing transmission of uncertainty shocks in the U.S.
Haroon Mumtaz, Konstantinos Theodoridis
| Year of publication: |
Apri 2018
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|---|---|
| Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 2, p. 239-252
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| Subject: | DSGE Model | FAVAR | Stochastic volatility | Uncertainty shocks | Schock | Shock | USA | United States | Risiko | Risk | VAR-Modell | VAR model | Volatilität | Volatility | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | Konjunktur | Business cycle | Wirkungsanalyse | Impact assessment | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1147357 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011894695