The Dynamic Impacts of Monetary Policy Uncertainty Shocks
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has changed over time. Estimating a Time-Varying Parameter Vector Autoregressive model on U.S. data from 1985Q1 to 2022Q3, we find that uncertainty shocks have larger negative effects on output during the COVID...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
MDPI AG
2023-01-01
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| Series: | Economies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7099/11/1/17 |
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