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Uzbekistan : dynamically identifying community-level COVID-19 impact risks
Seitz, William; Tulyakov, Eldor; Khakimov, Obid; … - 2020
The authors build a new database of highly spatially disaggregated indicators related to risk and resilience to the … concentrations of these and other risk factors at the lowest administrative level in the country, neighborhood-sized units called … survey data from the ongoing Listening to the Citizens of Uzbekistan project to produce an overall risk index, which is …
Persistent link: https://www.econbiz.de/10012405601
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Modeling the response of gasoline-crude oil price crack spread macroeconomic shocks
Ewing, Bradley T.; Thompson, Mark A. - In: Atlantic economic journal : AEJ 46 (2018) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10012062633
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The state level impact of uncertainty shocks
Mumtaz, Haroon; Sunder-Plassmann, Laura; … - 2016
This paper uses a FAVAR model with stochastic volatility to estimate the impact of uncertainty shocks on real income growth in US states. The results suggest that there is a large degree of heterogeneity in the magnitude and the persistence of the response to uncertainty shocks across states....
Persistent link: https://www.econbiz.de/10011448758
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The macroeconomic impact of financial and uncertainty shocks
Caldara, Dario; Fuentes-Albero, Cristina; Gilchrist, Simon - 2016
Persistent link: https://www.econbiz.de/10011452668
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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
quantity during estimation. Only a limited number of contributions to the literature estimate uncertainty and its macroeconomic …
Persistent link: https://www.econbiz.de/10011978764
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Visiting the economic policy uncertainty shocks : economic growth relationship : wavelet-based granger-causality in quantiles approach
Jiang, Yonghong; Meng, Juan; Nie, He - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 80-94
Persistent link: https://www.econbiz.de/10012020127
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Economic policy uncertainty in the EuroaArea : cross-country spillovers and macroeconomic impact
Clausen, Volker; Schlösser, Alexander; Thiem, Christopher - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 957-983
Persistent link: https://www.econbiz.de/10012122242
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Proxy VAR models in a data-rich environment
Bruns, Martin - 2019
Structural VAR models require two ingredients: (i) Informational sufficiency, and (ii) a valid identification strategy. These conditions are unlikely to be met by small-scale recursively identified VAR models. I propose a Bayesian Proxy Factor-Augmented VAR (BP-FAVAR) to combine a large...
Persistent link: https://www.econbiz.de/10012125244
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The macroeconomic impact of financial and uncertainty shocks
Caldara, Dario; Fuentes-Albero, Cristina; Gilchrist, Simon - 2016
The extraordinary events surrounding the Great Recession have cast a considerable doubt on the traditional sources of macroeconomic instability. In their place, economists have singled out financial and uncertainty shocks as potentially important drivers of economic fluctuations. Empirically...
Persistent link: https://www.econbiz.de/10011563004