The nonlinear effects of uncertainty shocks
Laura E. Jackson, Kevin L. Kliesen, Michael T. Owyang
| Year of publication: |
2020
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|---|---|
| Authors: | Jackson, Laura ; Kliesen, Kevin L. ; Owyang, Michael T. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 4, p. 1-19
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| Subject: | generalized impulse response functions | monetary policy | time-varying threshold VAR | uncertainty | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Risiko | Risk | Theorie | Theory | Wirkungsanalyse | Impact assessment | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Volatilität | Volatility | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299603