Narrow search
Showing 1 - 10 of 31
Cover Image
The macro effects of GPR and EPU indexes over the global oil market : are the two types of uncertainty shock alike?
Gu, Xin; Zhu, Zixiang; Yu, Minli - In: Energy economics 100 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012990250
Cover Image
Less bang for the buck? : assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment
Herwartz, Helmut; Rohloff, Hannes - 2018
We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy. Monetary policy shocks are identified within the framework of nonlinear structural factor-augmented VARs which allow us to analyze several complementary hypotheses connecting IU...
Persistent link: https://www.econbiz.de/10011931106
Cover Image
The impact of uncertainty on macro variables : an SVAR-based empirical analysis for EU countries
Belke, Ansgar; Kronen, Dominik - 2017
, consumption and investment. In this paper, we apply a structural vector autoregressive (SVAR) model to gain first insights that … Produktion, Konsum und Investition zu erlangen. Zu diesem Zweck wenden wir ein Strukturelles Vektorautoregressives (SVAR) Modell …
Persistent link: https://www.econbiz.de/10011662699
Cover Image
The impact of uncertainty on macro variables : an SVAR-based empirical analysis for EU countries
Belke, Ansgar; Kronen, Dominik - 2017
, consumption and investment. In this paper, we apply a structural vector autoregressive (SVAR) model to gain first insights that …
Persistent link: https://www.econbiz.de/10011761787
Cover Image
The contagious effect of economic policy uncertainty in the post-crisis period
Seker, Onur - In: Economia : revista da ANPEC 24 (2023) 2, pp. 205-218
structural VAR (SVAR) models. Findings According to the results obtained from the analysis, economic policy uncertainties in the …
Persistent link: https://www.econbiz.de/10014418144
Cover Image
Economic uncertainty, oil prices, hedging and US stock returns of the airline industry
Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822072
Cover Image
The impact of economic and policy uncertainty shocks in Spain
Albert, Juan-Francisco; Gómez-Fernández, Nerea - In: Journal of economic policy reform 24 (2021) 2, pp. 270-291
Persistent link: https://www.econbiz.de/10012549321
Cover Image
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark - In: Quantitative finance 19 (2019) 8, pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Cover Image
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio; Gazzani, Andrea; Vicondoa, … - 2020
Persistent link: https://www.econbiz.de/10012301136
Cover Image
Decomposing the effect of domestic and foreign economic policy uncertainty shocks on real and financial sectors : evidence from BRIC countries
Kumar, Ameet; Kalhoro, Muhammad Ramzan; Kumar, Rakesh; … - In: Journal of risk and financial management : JRFM 13 (2020) 12/315, pp. 1-23
this purpose, we use a structural vector autoregressive (SVAR) model over the extended period of 1997 to 2016. We conclude …
Persistent link: https://www.econbiz.de/10012392584