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Foreign and Domestic Uncertainty Shocks in Four Open Economies

This paper investigates how the economic performance of four economies with floating exchange rates is affected by shocks in domestic and US economic policy uncertainty. We estimate a Bayesian VAR model describing the dynamics of ten local and US variables for each of the four countries and use it t...

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Detalles Bibliográficos
Autores principales: Nilavongse, Rachatar, Rubaszek, Michał, Staehr, Karsten, Uddin, Gazi Salah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8687878/
http://dx.doi.org/10.1007/s11079-021-09656-0