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Measuring macroeconomic uncertainty: A cross-country analysis
16 references·0 citing·39 second hop
Measuring macroeconomic uncertainty: A cross-country analysis (2023)Measuring macroeconomic uncertainty: A cr…The World Uncertainty Index (2022)The World Uncertainty IndexUncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2021)Uncertainty and Business Cycl…Really Uncertain Business Cycles (2018)Really Uncertain Business Cyc…Uncertainty Shocks in a Model of Effective Demand (2017)Uncertainty Shocks in a Model…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of f…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…Measuring Uncertainty (2015)Measuring UncertaintyUncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Uncertainty shocks and unemployment dynamics in U.S. recessions (2014)Uncertainty shocks and unempl…Risk Shocks (2013)Risk ShocksThe Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…A real-time data set for macroeconomists (2001)A real-time data set for macr…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…The Cross-Section of Expected Stock Returns (1992)Another look at the instrumental variable estimation of error-components models (1995)On Persistence in Mutual Fund Performance (1997)The VIX, the variance premium and stock market volatility (2014)What Explains the 2007-2009 Drop in Employment? (2014)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)The General Theory of Employment, Interest and Money. (1936)Time to Build and Aggregate Fluctuations (1982)Firm‐Level Climate Change Exposure (2023)Credit Rationing in Markets with Imperfect Information (1981)Initial conditions and moment restrictions in dynamic panel data models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)What Affects Innovation More: Policy or Policy Uncertainty? (2017)Economic policy uncertainty: A literature review (2019)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Economic uncertainty before and during the COVID-19 pandemic (2020)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)The implications of renewable and non-renewable energy generating in Sub-Saharan Africa: The role of economic policy uncertainties (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2013Risk Shocks1,342 cited
  • 2018Really Uncertain Business Cycles1,124 cited
  • 2022The World Uncertainty Index1,074 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 2017Uncertainty Shocks in a Model of Effective Demand796 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2021Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?540 cited
  • 2016The macroeconomic impact of financial and uncertainty shocks539 cited
  • 2014Uncertainty shocks and unemployment dynamics in U.S. recessions510 cited

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