The Changing Transmission of Uncertainty Shocks in the U.S.

DOI10.1080/07350015.2016.1147357zbMATH Open1547.62864MaRDI QIDQ6623177

Haroon Mumtaz, Konstantinos Theodoridis

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Time varying VARs with inequality restrictions
• Multivariate stochastic volatility, leverage and news impact surfaces
• The Impact of Uncertainty Shocks
• On Gibbs sampling for state space models
• Bayesian Measures of Model Complexity and Fit
• Time Varying Structural Vector Autoregressions and Monetary Policy

Related Items (2)

Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure ⋮ A New Approach to Identifying the Real Effects of Uncertainty Shocks

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