Macro uncertainty in the long run

DOI10.1016/J.ECONLET.2023.111067MaRDI QIDQ6172361zbMATH OpenOpenAlexFDO

Authors Andrea Carriero, Massimiliano Marcellino, Tommaso Tornese

Publication date 19 July 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111067

zbMATH Keywords

long runSVARuncertainty

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Estimation and comparison of multiple change-point models
• The Impact of Uncertainty Shocks
• Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty

Cited in

(3)

• Measuring macroeconomic uncertainty: a historical perspective
• Uncertainty traps
• Taylor rules, long-run growth and real uncertainty

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