Uncertainty before and during COVID‐19: A survey
E Castelnuovo - Journal of Economic Surveys, 2023 - Wiley Online Library
This survey features three parts. The first one reviews the most recent literature on the
relationship between domestic (ie, country‐specific) uncertainty and the business cycle, and …
relationship between domestic (ie, country‐specific) uncertainty and the business cycle, and …
The global financial cycle
S Miranda-Agrippino, H Rey - Handbook of international economics, 2022 - Elsevier
We review the literature on the empirical characteristics of the global financial cycle and
associated stylized facts on international capital flows, asset prices, risk aversion, and …
associated stylized facts on international capital flows, asset prices, risk aversion, and …
The global effects of Covid-19-induced uncertainty
The global effects of Covid-19-induced uncertainty - ScienceDirect Skip to main contentSkip to
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A short review of the recent literature on uncertainty
E Castelnuovo, G Lim… - Australian Economic …, 2017 - Wiley Online Library
This article summarises the academic contributions presented and discussed during the
2016 edition of the Melbourne Institute Macroeconomic Policy Meetings, which focused on …
2016 edition of the Melbourne Institute Macroeconomic Policy Meetings, which focused on …
[HTML][HTML] Global economic uncertainty and suicide: Worldwide evidence
O Claveria - Social Science & Medicine, 2022 - Elsevier
Economic uncertainty is a driver of the business cycle. Its leading properties make it a key
advanced indicator to assess the impact of socioeconomic factors on suicide for prevention …
advanced indicator to assess the impact of socioeconomic factors on suicide for prevention …
The macroeconomic effects of global supply chain disruptions
D Finck, P Tillmann - 2022 - papers.ssrn.com
Highly interconnected global supply chains make countries vulnerable to supply chain
disruptions. This paper estimates the macroeconomic effects of global supply chain shocks …
disruptions. This paper estimates the macroeconomic effects of global supply chain shocks …
Less is more? New evidence from stock market volatility predictability
F Lu, F Ma, Q Guo - International Review of Financial Analysis, 2023 - Elsevier
The complex nature of stock market volatility has motivated researchers to apply a variety of
predictors to obtain reliable predictive information for precise forecasting. This study seeks to …
predictors to obtain reliable predictive information for precise forecasting. This study seeks to …
Macroeconomic responses to uncertainty shocks: the perils of recursive orderings
A common practice in empirical macroeconomics is to examine alternative recursive
orderings of the variables in structural vector autogressive (VAR) models. When the implied …
orderings of the variables in structural vector autogressive (VAR) models. When the implied …
The impact of pessimistic expectations on the effects of COVID‐19‐induced uncertainty in the Euro area
G Pellegrino, F Ravenna, G Züllig - Oxford Bulletin of …, 2021 - Wiley Online Library
We estimate a monthly interacted‐VAR model for euro area macroeconomic aggregates
allowing for the impact of uncertainty shocks to depend on the state of the average outlook …
allowing for the impact of uncertainty shocks to depend on the state of the average outlook …
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
External financial frictions might increase the severity of economic uncertainty shocks. We
analyze the impact of aggregate uncertainty and financial condition shocks using a …
analyze the impact of aggregate uncertainty and financial condition shocks using a …