International Spillover of US Policy Uncertainty Shock and the Role of Exchange Rate Regime

Author:

Yun Yeonggyu,Kim Soyoung,Jung Yongseung

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference43 articles.

1. Foreign output shocks, monetary rules and macroeconomic volatilities in small open economies;J D Alba;International Review of Economics and Finance,2011

2. Financial regimes and uncertainty shocks;P Alessandri;Journal of Monetary Economics,2019

3. The pruned state-space system for non-linear DSGE models: Theory and empirical applications;M M Andreasen;Review of Economic Studies,2018

4. Policy uncertainty in Japan;E C Arbatli Saxegaard;Journal of the Japanese and International Economies,2022

5. Measuring economic policy uncertainty;S R Baker;Quarterly Journal of Economics,2016

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