stress). Working with a VAR framework and a set-identification strategy which focuses on - but it is not limited to … disruptions are found to double the negative output response to an uncertainty shock. We then employ our model to estimate the … overall economic cost of the COVID-19-induced uncertainty shock under different scenarios. Our results point to the …

We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and world … outbreak. We predict the cumulative loss in world output one year after the uncertainty shock due to Covid-19 to be about 14%. …

VAR model and exploit a dataset on existing social connections across country borders. I show that social networks help … explain not only the spread of the disease, but also cross-country spillovers in perceptions about coronavirus risk and in … social distancing behavior. In the early phases of the pandemic, perceptions of coronavirus risk in most countries are …

; structural VAR …

We study the effects of news shocks on inventory accumulation in a structural VAR framework. We establish that …

other indices) for 48 countries from 2007 to 2023. Specifically, a balanced panel VAR model is estimated to obtain impulse …