This paper provides an empirical investigation of the links between macroeconomic uncertainty and sectoral output using Greek data. Uncertainty is considered in three distinct components, namely the inflation uncertainty, the exchange rate uncertainty and the output uncertainty. The results highlight the differences in sectoral responsiveness and the importance of a stable macroeconomic environment
We propose a nonrecursive identification scheme for uncertainty shocks that exploits breaks in the v...
We use a bivariate generalized autoregressive conditionally heteroskedastic (GARCH) model of inflati...
In this paper, we examine causal relationships between inflation rate, output growth rate, inflation...
This paper provides an empirical investigation of the links between macroeconomic uncertainty and se...
We use a very general multivariate GARCH-Mmodel and G7 monthly data covering the 1957-2003 period to...
We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period t...
We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test fo...
We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to t...
We use a very general bivariate GARCH-M model and monthly data on EU countries covering the 1962-200...
This paper investigates the dynamics developed in the relationship between output and prices. It exa...
Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the im...
We use a bivariate generalized autoregressive conditionally heteroskedastic (GARCH) model of inflati...
This paper studies the effect of market structure and macroeconomic uncertainty on the transmission ...
We use univariate GARCH models of inflation and output growth and monthly data for the G7 covering t...
International audienceThis article proposes a uncertainty composite indicator (UCI) based on three d...
We propose a nonrecursive identification scheme for uncertainty shocks that exploits breaks in the v...
We use a bivariate generalized autoregressive conditionally heteroskedastic (GARCH) model of inflati...
In this paper, we examine causal relationships between inflation rate, output growth rate, inflation...
This paper provides an empirical investigation of the links between macroeconomic uncertainty and se...
We use a very general multivariate GARCH-Mmodel and G7 monthly data covering the 1957-2003 period to...
We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period t...
We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test fo...
We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to t...
We use a very general bivariate GARCH-M model and monthly data on EU countries covering the 1962-200...
This paper investigates the dynamics developed in the relationship between output and prices. It exa...
Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the im...
We use a bivariate generalized autoregressive conditionally heteroskedastic (GARCH) model of inflati...
This paper studies the effect of market structure and macroeconomic uncertainty on the transmission ...
We use univariate GARCH models of inflation and output growth and monthly data for the G7 covering t...
International audienceThis article proposes a uncertainty composite indicator (UCI) based on three d...
We propose a nonrecursive identification scheme for uncertainty shocks that exploits breaks in the v...
We use a bivariate generalized autoregressive conditionally heteroskedastic (GARCH) model of inflati...
In this paper, we examine causal relationships between inflation rate, output growth rate, inflation...