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The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR
16 references·0 citing·46 second hop
The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR (2019)The effects of economic policy uncertaint…The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of f…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Utility Analysis and the Cons…The impact of uncertainty shocks in emerging economies (2013)The impact of uncertainty sho…Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009)Bayesian Multivariate Time Se…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…Journal of Post Keynesian Economics (2003)Journal of Post Keynesian Eco…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…The Great Crash and the Onset of the Great Depression (1990)The Great Crash and the Onset…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Macroeconomics and Reality (1980)Macroeconomics and RealityIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The General Theory of Employment (1937)The General Theory of Employm…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Optimal Investment, Monitoring, and the Staging of Venture Capital (1995)Strategic flexibility in product competition (1995)Oil price shocks and stock market activity (1999)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Tax Policy and Investment Behavior (1967)Expectations and the neutrality of money (1972)Understanding business cycles (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)New Indexes of Coincident and Leading Economic Indicators (1989)Determining the Number of Factors in Approximate Factor Models (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Empirical Asset Pricing via Machine Learning (2020)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Macroeconomic Shocks and Their Propagation (2016)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Quarterly Journal of Economics (2024)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)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)Measuring Geopolitical Risk (2022)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)The analysis of household surveys (1997)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Is Probability Theory Relevant for Uncertainty? A Post Keynesian Perspective (1991)Evidence on Discrimination in Employment: Codes of Color, Codes of Gender (1998)Imagined futures: fictional expectations in the economy (2013)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 1937The General Theory of Employment5,253 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,169 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2013Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data2,508 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 cited
  • 2003Journal of Post Keynesian Economics973 cited
  • 2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics742 cited
  • 1990The Great Crash and the Onset of the Great Depression652 cited
  • 2016The macroeconomic impact of financial and uncertainty shocks539 cited
  • 2001International transmission of U.S. monetary policy shocks: Evidence from VAR's538 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited

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  • 2013The impact of uncertainty shocks in emerging economies517 cited
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