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The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik .
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:699.

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Cited: 4

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Cites: 21

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Cocites: 50

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Coauthors: 0

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  1. Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares. (2022). Adekoya, Oluwasegun ; Adubiagbe, Idowu A ; Oyewole, Oluwatomisin J.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00124-w.

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  2. What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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  3. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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  4. Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:22-42.

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References

References cited by this document

  1. Aastveit, K.A., Natvik, G.J., Sola, S. (2013): Economic Uncertainty and the Effectiveness of Monetary Policy. Norges Bank Working Paper No. 2013/17, Norges Bank Research, Norges Bank, Oslo.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik .
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:699.

    Full description at Econpapers || Download paper

  2. International effects of euro area versus US policy uncertainty: A FAVAR approach. (2017). Belke, Ansgar ; Osowski, Thomas.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:689.

    Full description at Econpapers || Download paper

  3. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Belke, Ansgar ; Osowski, Thomas.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:35.

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  4. Disagreement and monetary policy. (2017). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
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  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN.
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  6. The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik .
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201708.

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  7. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Belke, Ansgar ; Osowski, Thomas.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201703.

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  8. Risk Shocks Close to the Zero Lower Bound. (2017). Seneca, Martin.
    In: 2017 Meeting Papers.
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  9. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
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  10. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
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  11. Policy Uncertainty In Japan. (2017). Davis, Steven ; Saito, Ikuo ; Miake, Naoko ; Arbatli, Elif C.
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  12. Identifying Unconventional Monetary Policy Shocks. (2017). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka.
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  13. The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par.
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  14. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni.
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  15. FDI Inflows, Price and Exchange Rate Volatility: New Empirical Evidence from Latin America. (2017). To, Nguyen Cong ; Bianco, Silvia Dal.
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  16. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
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  17. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina.
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  18. The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee.
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  19. Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio.
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  24. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
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  25. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
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  26. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
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  36. The Impact of US Uncertainty Shocks on Small Open Economies. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
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  37. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
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  46. What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent.
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  48. Uncertainty and Monetary Policy in Good and Bad Times. (2014). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
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  49. Monetary Policy Uncertainty and Economic Fluctuations. (2014). Wu, Jing Cynthia ; Creal, Drew.
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