Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)

Published:2021-08-15 Issue: Volume: Page:
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J of Applied Econometrics

Author:

Caggiano Giovanni¹²³^ORCID,Castelnuovo Efrem²⁴^ORCID,Nodari Gabriela⁵^ORCID

Affiliation:

1. Department of Economics Monash University Melbourne Victoria Australia

2. Department of Economics and Management University of Padua Padua Italy

3. Bank of Finland Helsinki Finland

4. University of Melbourne Melbourne Victoria Australia

5. Economic Analysis Department Reserve Bank of Australia Sydney New South Wales Australia

Funder

Australian Research Council

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2861

Reference30 articles.

1. Uncertainty across volatility regimes

2. Measuring the Output Responses to Fiscal Policy

3. Uncertainty Shocks in a Model of Effective Demand

4. The Impact of Uncertainty Shocks

5. Really Uncertain Business Cycles

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach;Structural Change and Economic Dynamics;2024-12

2. Uncertainty and credit conditions: Non-linear evidence from firm-level data;International Review of Economics & Finance;2024-06

3. Tractable Bayesian estimation of smooth transition vector autoregressive models;The Econometrics Journal;2024-05-16

4. Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries;FINANC UVER;2024

5. Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP;Journal of Economic Dynamics and Control;2023-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3