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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013262971

Monetary policy uncertainty spillovers in time and frequency domains

Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30

We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find that the largest spillover indices are from innovations in...

Persistent link: https://www.econbiz.de/10012256519

Causality between Economic Policy Uncertainty Across Countries : Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi Noomen - 2015

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10013029078

Earnings, consumption and lifecycle choices

Meghir, Costas; Pistaferri, Luigi - 2010

role of persistence, information, size and insurability of changes in economic resources. We next examine the empirical … and identify the income process or the information set of the individuals. Second, one can assume that the income process … or the amount of information that consumers have are known and tests the implications of the theory. In general there is …

Persistent link: https://www.econbiz.de/10010275767