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 …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

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 …

We estimate a nonlinear VAR to quantify the impact of US economic policy uncertainty
shocks on the Canadian unemployment rate in booms and busts. We find strong evidence in …

We develop an asset pricing model with heterogeneous exposure to a persistent world
growth factor to identify global growth and financial shocks in a multicountry panel VAR in …

This paper examines the connectedness of uncertainty in cryptocurrency, stock, currency,
and commodity markets. We use the novel news-based cryptocurrency uncertainty indices of …

This paper analyses the role of a news-based measure of economic policy uncertainty
(EPU) in explaining time-varying co-movements in economic activity and volatility of 48 US …

International Monetary Fund (IMF) staff members use macroprudential stress tests to assess
systemic risk as part of the IMF's mandate to monitor global financial stability. Stress tests …

We use a panel of 10 euro area countries over the period 1996Q1-2017Q4 to show that
heightened uncertainty leads to (i) a flight to “safety” and (ii) a flight to “quality” in sovereign …

We investigate the role played by systematic monetary policy in tackling the real effects of
uncertainty shocks in US recessions and expansions. We model key indicators of the …