The nonlinear effects of uncertainty shocks

DOI10.1515/snde-2019-0024OpenAlexW2901382629MaRDI QIDQ2697101

Michael T. Owyang, Laura E. Jackson, Kevin L. Kliesen

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-2019-0024

zbMATH Keywords

uncertaintymonetary policygeneralized impulse response functionstime-varying threshold VAR

Mathematics Subject Classification ID

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

Related Items (3)

Inference in Bayesian additive vector autoregressive tree models ⋮ Fiscal policy and uncertainty ⋮ Expected, unexpected, good and bad aggregate uncertainty

Cites Work

• Impulse response analysis in nonlinear multivariate models
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
• Uncertainty and the real effects of monetary policy shocks in the euro area
• The Impact of Uncertainty Shocks
• Uncertainty Shocks in a Model of Effective Demand
• Really Uncertain Business Cycles
• Bayes Factors

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