Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom : evidence from over 150 years of monthly data
Christina Christou, David Gabauer, Rangan Gupta
| Year of publication: |
2020
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|---|---|
| Authors: | Christou, Christina ; Gabauer, David ; Gupta, Rangan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-11
|
| Subject: | Macroeconomic effects | Time-varying vector autoregression | Uncertainty | United Kingdom | Großbritannien | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schock | Shock | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484913