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Browsing Research Articles (Economics) by Subject "Uncertainty shocks"
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(International Centre for Economic Analysis, 2023-06)We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity ...
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(World Scientific Publishing, 2021-04)This paper investigates the relationship between economic policy uncertainty and corporate tax rates in a panel dataset of 126 countries throughout 2003–2018. We use the so-called “World Uncertainty Index” to measure the ...
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(Wiley, 2021-10)We use a dynamic factor model with time-varying parameters and stochastic volatility to decompose the variance of exports and imports over time for 22 Organization for Economic Co-operation and Development countries spanning ...
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(Elsevier, 2019-07)This paper investigates the impact of uncertainty shocks on the housing market of the United States using the time-varying parameter factor augmented vector autoregression (TVP-FAVAR). We use a comprehensive quarterly ...
Now showing items 1-4 of 4