The Evolving Transmission of Uncertainty Shocks in the United Kingdom
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over time. To this end, we propose an extended time-varying VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on key macroeconomic and financial varia...
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2016-03-01
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| Colección: | Econometrics |
| Materias: | |
| Acceso en línea: | http://www.mdpi.com/2225-1146/4/1/16 |
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