Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?

DOI10.1515/snde-2016-0148OpenAlexW2890498200WikidataQ129268805 ScholiaQ129268805MaRDI QIDQ2697027

Pratiti Chatterjee

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0148

zbMATH Keywords

business cyclesrecessionsemerging countriesuncertainty shockssmooth transition vector auto regressions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Asymmetric dynamics between uncertainty and unemployment flows in the United States

Cites Work

• Extension of vector-valued holomorphic and meromorphic functions
• An MCMC approach to classical estimation.
• Estimating dynamic equilibrium models with stochastic volatility
• Large deviation for outlying coordinates in \({\beta}\) ensembles
• The Impact of Uncertainty Shocks
• Testing linearity against smooth transition autoregressive models
• Uncertainty Shocks in a Model of Effective Demand
• Really Uncertain Business Cycles

This page was built for publication: Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?