Financial vs. policy uncertainty in emerging market economies

DOI10.1007/s11079-018-9509-9zbMath1418.91625OpenAlexW2884769439WikidataQ115145982 ScholiaQ115145982MaRDI QIDQ2002436

Sangyup Choi, Myungkyu Shim

Publication date: 12 July 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-018-9509-9

zbMATH Keywords

vector autoregressionsfinancial frictionspolicy uncertaintylocal projectionsemerging market economiesfinancial uncertainty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Related Items

Asymmetric effects of policy uncertainty on domestic investment in G7 countries

Cites Work

• Impulse response and forecast error variance asymptotics in nonstationary VARs
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