How does economic policy uncertainty respond to permanent and transitory shocks?

DOI10.1111/boer.12424OpenAlexW4387447038MaRDI QIDQ6154058

Yoshito Funashima

Publication date: 19 March 2024

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12424

zbMATH Keywords

transitory shocksoverreactionmediapermanent shockseconomic policy uncertainty indexstructural vector autoregressive analysis

Mathematics Subject Classification ID

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

Cites Work

• Statistical analysis of cointegration vectors
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Unit Roots, Cointegration, and Pretesting in Var Models
• The Impact of Uncertainty Shocks
• Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis
• Efficient Tests for an Autoregressive Unit Root
• Structural Vector Autoregressive Analysis