Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.2K citations · Full text

Economics, Public Policy, High Uncertainty +14

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 5.9K citations

Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.4K citations

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

Econometric Model, Economics, Parameter Estimation +15

Fluctuations in Uncertainty

Nicholas Bloom · The Journal of Economic Perspectives · 2014 · 1.9K citations · Full text

Consumer Uncertainty, Engineering, Crisis Management +18