Brida, Juan Gabriel; Lanzilotta, Bibiana; Rosich, Lucia - In: International Journal of Emerging Markets 19 (2022) 9, pp. 2385-2404
Purpose From these data, the authors construct an uncertainty index through the use of a vector autoregressive (VAR) model to measure the impact of uncertainty on GDP, controlling for inflation, which may affect macroeconomic performance. Results indicate that uncertainty is negatively...