We estimate a time-varying parameter VAR (TVP-VAR) with stochastic volatility using U.S. data to study the effects of uncertainty shocks on inflation. We find the response of inflation to be negative in the post-WWII period. Our findings suggest that uncertainty shocks propagate like aggregate demand shocks and not like aggregate supply shocks.Qazi Haque, Leandro M. Magnusso
We investigate the e§ects of uncertainty shocks on unemployment dynamics in the post-WWII U.S. reces...
This article examines the effect of different inflation uncertainty measures on interest rates of th...
This paper develops new time series measures of inflation uncertainty in the United States in the po...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This note considers the Leduc and Liu (JME, 2016) model and studies the effects of their uncertainty...
First published: 05 February 2021We study the time-varying effects of financial uncertainty shocks i...
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has change...
We study the effects of growth volatility and inflation volatility on average rates of output growth...
This paper evaluates the effects of high‐frequency uncertainty shocks on a set of low‐frequency macr...
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over tim...
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over tim...
Recent research documents the importance of uncertainty in determining macroeconomic outcomes, but l...
We investigate the e§ects of uncertainty shocks on unemployment dynamics in the post-WWII U.S. reces...
This article examines the effect of different inflation uncertainty measures on interest rates of th...
This paper develops new time series measures of inflation uncertainty in the United States in the po...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over t...
This note considers the Leduc and Liu (JME, 2016) model and studies the effects of their uncertainty...
First published: 05 February 2021We study the time-varying effects of financial uncertainty shocks i...
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has change...
We study the effects of growth volatility and inflation volatility on average rates of output growth...
This paper evaluates the effects of high‐frequency uncertainty shocks on a set of low‐frequency macr...
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over tim...
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over tim...
Recent research documents the importance of uncertainty in determining macroeconomic outcomes, but l...
We investigate the e§ects of uncertainty shocks on unemployment dynamics in the post-WWII U.S. reces...
This article examines the effect of different inflation uncertainty measures on interest rates of th...
This paper develops new time series measures of inflation uncertainty in the United States in the po...
DOI
Add to ORKG