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 …

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 …

The global effects of Covid-19-induced uncertainty

G Caggiano, E Castelnuovo, R Kima - Economics Letters, 2020 - Elsevier
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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 …

[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 …

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 …

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 …

Macroeconomic responses to uncertainty shocks: the perils of recursive orderings

L Kilian, MD Plante, AW Richter - 2022 - econstor.eu
A common practice in empirical macroeconomics is to examine alternative recursive
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 …

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

M Balcilar, ZA Ozdemir, H Ozdemir, G Aygun… - The North American …, 2022 - Elsevier
External financial frictions might increase the severity of economic uncertainty shocks. We
analyze the impact of aggregate uncertainty and financial condition shocks using a …