Uncertainty shocks and inflation dynamics in the U.S.

DOI10.1016/J.ECONLET.2021.109825zbMath1467.91108OpenAlexW3137414369MaRDI QIDQ2036923

Leandro M. Magnusson, Qazi Haque

Publication date: 30 June 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109825

zbMATH Keywords

inflation dynamicsuncertainty shocksTVP-VARs with stochastic volatility

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Inflation and uncertainty in New Keynesian models: a note

Uses Software

• bvarsv

Cites Work

• Are uncertainty shocks aggregate demand shocks?
• The Impact of Uncertainty Shocks
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Uncertainty Shocks in a Model of Effective Demand
• Time Varying Structural Vector Autoregressions and Monetary Policy

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