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Variability in the effects of uncertainty shocks: New stylized facts from OECD countries
16 references·7 citing·32 second hop
Variability in the effects of uncertainty shocks: New stylized facts from OECD countries (2017)Variability in the effects of uncertainty…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyFiscal Volatility Shocks and Economic Activity (2015)Fiscal Volatility Shocks and …Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…How does economic policy uncertainty affect the bitcoin market? (2020)How does economic policy unce…U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model (2019)U.S. uncertainty and Asian st…Choice with Limited Capacity (2019)Choice with Limited CapacityCommon business cycles and volatilities in US states and MSAs: The role of economic uncertainty (2018)Common business cycles and vo…Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR (2018)Chinese policy uncertainty sh…Uncertainty and the Great Recession (2017)Uncertainty and the Great Rec…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Measuring Geopolitical Risk (2022)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)American Economic Review (2019)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
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  • 1999Oil price shocks and stock market activity1,798 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2015Fiscal Volatility Shocks and Economic Activity942 cited

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  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • Cited by

    • 2020How does economic policy uncertainty affect the bitcoin market?120 cited
    • 2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty109 cited
    • 2019U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model103 cited
    • 2018Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR68 cited
    • 2017Uncertainty and the Great Recession34 cited
    • 2019Choice with Limited Capacity1 cited
    • 2021Wishful Thinking in Macroeconomic Expectations0 cited