Concepedia

Cross-country uncertainty spillovers: Evidence from international survey data

Joscha Beckmann, Sharada Nia Davidson, Gary Koop, Rainer Alexander Schüssler

Journal of International Money and Finance · 2022 · 13 citations · 50 references

DOI

Concepts

References

50

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

, , +9

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

, , +8

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.7K citations

, , +16

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

, , +6

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

, , +17