The nonlinear effects of uncertainty shocks

DOI10.1515/SNDE-2019-0024MaRDI QIDQ2697101zbMATH OpenOpenAlexFDO

Authors Laura E. Jackson, Kevin L. Kliesen, Michael T. Owyang

Publication date 17 April 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/snde-2019-0024

zbMATH Keywords

generalized impulse response functionsmonetary policytime-varying threshold VARuncertainty

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Bayes Factors
• Impulse response analysis in nonlinear multivariate models
• Really uncertain business cycles
• The Impact of Uncertainty Shocks
• Uncertainty and the real effects of monetary policy shocks in the euro area
• Uncertainty shocks in a model of effective demand
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation

Cited in

(11)

• The macroeconomic effects of uncertainty shocks: the role of the financial channel
• Inference in Bayesian additive vector autoregressive tree models
• The Impact of Uncertainty Shocks
• Resolving Indeterminacy in Dynamic Settings: The Role of Shocks*
• Uncertainty Shocks in a Model of Effective Demand: Comment
• Uncertainty Shocks in a Model of Effective Demand: Reply
• Uncertainty Shocks as Second-Moment News Shocks
• Fiscal policy and uncertainty
• Expected, unexpected, good and bad aggregate uncertainty
• Singular shocks: retrospective and prospective
• From beliefs to prices: analyzing how inflation expectations affect the inflation distribution

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