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Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.

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  4. Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M.
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  5. Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti.
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  11. Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni.
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  19. The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model. (2023). Chen, Zhuoran ; Zhou, Xianbo.
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  21. Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI.
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  22. Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis. (2023). Zhang, Xuan ; Xu, Liao ; Sun, Weihong ; Liu, Ding.
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  23. How susceptible is the European financial stability to economic policy uncertainty?. (2023). Orlowski, Lucjan T.
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  24. Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya.
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  26. A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng.
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  27. The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen.
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    RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

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  34. Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling.
    In: China Economic Review.
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    In: Discussion Papers.
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  36. Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca.
    In: CESifo Working Paper Series.
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  37. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni.
    In: Oxford Bulletin of Economics and Statistics.
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  38. Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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  39. Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D.
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  45. Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y.

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    In: Annals of Operations Research.
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    In: Marco Fanno Working Papers.
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  50. Sectoral Uncertainty. (2022). Tuzcuoglu, Kerem ; Castelnuovo, Efrem ; Uzeda, Luis.
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  52. Nonlinear Effects of Uncertainty Shocks : State-dependency and Asymmetry. (2022). Yuasa, Shiro ; Morita, Hiroshi.
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  54. Uncertainty Shocks, Capital Flows, and International Risk Spillovers. (2022). Akinci, Ozge ; Queralto, Albert ; Kalemli-Ozcan, Sebnem.
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  55. Uncertainty Shocks, Capital Flows, and International Risk Spillovers. (2022). Akinci, Ozge ; Queralto, Albert ; Kalemli-Ozcan, Sebnem.
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  56. Economic policy uncertainty, financial development, and financial constraints: Evidence from China. (2022). Hao, Dapeng ; Ma, Huanyu.
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  57. Bank liquidity and the propagation of uncertainty in the U.S.. (2022). Scharler, Johann ; Geiger, Martin ; Breitenlechner, Max.
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  58. Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima.
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  59. Investor attention in cryptocurrency markets. (2022). Smales, L A.
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  60. The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E.
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  61. Time-varying effect of uncertainty shocks on unemployment. (2022). Onur, Bedri Kamil ; Eksi, Ozan.
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  62. Impact of uncertainty and exchange rate shocks: Theory and global empirics. (2022). Suah, Jing Lian.
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  63. Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10062.

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  64. Sectoral Uncertainty. (2022). Uzeda, Luis ; Tuzcuoglu, Kerem ; Castelnuovo, Efrem.
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  65. Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar.
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  66. The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B.
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  67. The financial US uncertainty spillover multiplier: Evidence from a GVAR model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
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  68. Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi.
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  69. Sectoral Uncertainty. (2022). Uzeda, Luis ; Tuzcuoglu, Kerem ; Castelnuovo, Efrem.
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  70. Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko.
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  71. Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli.
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  74. Monetary policy uncertainty and inflation expectations. (2021). Blagov, Boris ; Arce-Alfaro, Gabriel.
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  75. Regime?dependent effects of uncertainty shocks: A structural interpretation. (2021). Tripier, Fabien ; Lhuissier, Stéphane.
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  76. Uncertainty?driven business cycles: Assessing the markup channel. (2021). Pfeifer, Johannes ; Born, Benjamin.
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  78. Dynamic effects of patent policy on innovation and inequality in a Schumpeterian economy. (2021). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
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  79. On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar.
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  80. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea.
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  81. Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs. (2021). Brianti, Marco.
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  82. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
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  83. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
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  84. Why Does Risk Matter More in Recessions than in Expansions?. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M.
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  85. Equity Market Connectedness across Regimes of Geopolitical Risks. (2021). Miescu, Mirela ; Jalloul, Maya.
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  86. Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar.
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  87. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
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  88. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
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  89. Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose.
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  90. Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different. (2021). Nalban, Valeriu ; Smdu, Andra.
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  91. On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko.
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  92. On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M.
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  16. A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin.
    In: Economic Systems.
    RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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  17. Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1165.

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  18. Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:559.

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  19. Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano.
    In: Papers.
    RePEc:arx:papers:2110.13761.

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  20. .

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  21. Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus.
    In: EconStor Preprints.
    RePEc:zbw:esprep:219312.

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  22. Labor Market and Financial Shocks: A Time‐Varying Analysis. (2020). Landi, Valerio Nispi ; Corsello, Francesco.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:4:p:777-801.

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  23. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202046.

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  24. Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward.
    In: Working Papers.
    RePEc:fip:fedcwq:88169.

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  25. Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers.
    RePEc:fip:fedcwq:87375.

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  26. Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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  27. Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach. (2020). Schmidt, Jorg.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301911.

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  28. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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  29. The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202485.

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  30. Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus.
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:87.

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  31. Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.

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  32. Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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  33. Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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  34. Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (2019). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhuang, Xin-Tian ; Xiong, Xiong.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:121:y:2019:i:c:p:129-136.

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  35. Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1242_19.

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  36. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1159.

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  37. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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  38. Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0418.

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  39. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03458277.

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  40. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87393.

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  41. Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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  42. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1808.

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  43. Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_265.

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  44. Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna.
    In: BIS Working Papers.
    RePEc:bis:biswps:716.

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  45. Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1179_18.

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  46. Threshold cointegration and adaptive shrinkage. (2017). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas .
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:5577.

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  47. Threshold cointegration and adaptive shrinkage. (2017). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas .
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp250.

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  48. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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  49. A Financial Conditions Index for the CEE economies. (2017). Auer, Simone.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1145_17.

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  50. The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1121_17.

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