The macroeconomic effects of uncertainty shocks: the role of the financial channel

DOI10.1016/j.jedc.2016.05.021zbMath1401.91425OpenAlexW3121510993MaRDI QIDQ1655740

Aaron Popp, Fang Zhang

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2016.05.021

zbMATH Keywords

recessionscredit spreaddynamic factor analysisuncertainty shockssmooth-transition vector autoregression

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Financial vs. policy uncertainty in emerging market economies

Cites Work

• Unnamed Item
• Impulse response analysis in nonlinear multivariate models
• An MCMC approach to classical estimation.
• Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
• The Impact of Uncertainty Shocks
• OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
• DOES MONETARY POLICY GENERATE RECESSIONS?

This page was built for publication: The macroeconomic effects of uncertainty shocks: the role of the financial channel