create a website

Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies. (2022). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Aygun, Gurcan.
In: Empirical Economics.
RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02198-x.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 64

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia. (2025). Trabelsi, Emna.
    In: Economies.
    RePEc:gam:jecomi:v:13:y:2025:i:7:p:185-:d:1688738.

    Full description at Econpapers || Download paper

  2. Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States. (2023). van Eyden, Renee ; Aye, Goodness C ; van der Westhuizen, Chevaughn.
    In: Working Papers.
    RePEc:pre:wpaper:202331.

    Full description at Econpapers || Download paper

  3. Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

    Full description at Econpapers || Download paper

  4. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202217.

    Full description at Econpapers || Download paper

  5. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aastveit KA, Natvik GJ, Sola S (2017) Economic uncertainty and the influence of monetary policy. J Int Money Financ 76:50–67.

  2. Ando T, Greenwood-Nimmo M, Shin Y (2018) Quantile connectedness: modelling tail behaviour in the topology of financial networks. https://doi.org/10.2139/ssrn.3164772 .
    Paper not yet in RePEc: Add citation now
  3. Bahmani-Oskooee M, Nayeri MM (2018) Policy uncertainty and the demand for money in Korea: an asymmetry analysis. Int Econ J 32(2):219–234.

  4. Baker SR, Bloom N, Davis SJ (2016) Measuring economic policy uncertainty. Q J Econ 131:1593–1636.

  5. Balcilar M, Demirer R, Gupta R, Van Eyden R (2017) The impact of US policy uncertainty on the monetary effectiveness in the Euro area. J Policy Model 39:1052–1064.

  6. Balcilar M, Ozdemir ZA, Ozdemir H, Wohar ME (2020a) Fed’s unconventional monetary policy and risk spillover in the US financial markets. Q Rev Econ Finance 78:42–52.
    Paper not yet in RePEc: Add citation now
  7. Balcilar M, Ozdemir ZA, Ozdemir H, Wohar ME (2020b) Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. Institute of Labor Economics (IZA), IZA discussion paper No. 13274, Bonn, Germany. http://ftp.iza.org/dp13274.pdf .
    Paper not yet in RePEc: Add citation now
  8. Balcilar M, Usman O, Agbede EA (2019) Revisiting the exchange rate pass-through to inflation in Africa’s two largest economies: Nigeria and South Africa. Afr Dev Rev 31:245–257.

  9. Balke NS (2000) Credit and economic activity: credit regimes and non-linear propagation of shocks. Rev Econ Stat 82(2):344–349.

  10. Baruník J, Kocenda E (2019) Total, asymmetric and frequency connectedness between oil and forex markets. Energy J 40:157–174.

  11. Baruník J, Kočenda E, Vácha L (2016) Asymmetric connectedness on the US stock market: bad and good volatility Spillovers. J Finan Market 27:55–78.

  12. Baruník J, Kočenda E, Vácha L (2017) Asymmetric volatility connectedness on the forex market. J Int Money Financ 77:39–56.

  13. Bernanke BS (1983) Irreversibility, uncertainty, and cyclical investment. Q J Econ 98:85–106.

  14. Bernanke BS, Gertler M, Gilchrist S (1999) The financial accelerator in a quantitative business cycle framework. Handb Macroecon 1:1341–1393.

  15. Bloom N (2009) The impact of uncertainty shocks. Econometrica 77:623–685.

  16. Bloom N (2014) Fluctuations in uncertainty. J Econ Perspect 28:153–175.

  17. Brunnermeier MK, Sannikov Y (2014) A macroeconomic model with a financial sector. Am Econ Rev 104:379–421.

  18. Burgard JP, Neuenkirch M, Nöckel M (2019) State-dependent transmission of monetary policy in the Euro Area. J Money Credit Bank 51(7):2053–2070.

  19. Castelnuovo E, Pellegrino G (2018) Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation. J Econ Dyn Control 93:277–296.

  20. Cecchetti SG, Li H (2008) Measuring the impact of asset price booms using quantile vector .
    Paper not yet in RePEc: Add citation now
  21. Çekin SE, Hkiri B, Tiwari AK, Gupta R (2020) The relationship between monetary policy and uncertainty in advanced economies: evidence from time-and frequency-domains. Q Rev Econ Finan 78:70–87.

  22. Chavleishvili S, Manganelli S (2016) Quantile impulse response functions. Working Paper, European Central Bank, 17.
    Paper not yet in RePEc: Add citation now
  23. Cheng CHJ (2017) Effects of foreign and domestic economic policy uncertainty shocks on South Korea. J Asian Econ 51:1–11.

  24. Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74:427–431.
    Paper not yet in RePEc: Add citation now
  25. Diebold FX, Yilmaz K (2009) Measuring financial asset return and volatility spillovers, with application to global equity markets. Econ J 119:158–171.

  26. Diebold FX, Yilmaz K (2012) Better to give than to receive: predictive directional measurement of volatility spillovers. Int J Forecast 28:57–66.

  27. Dixit AK, Dixit RK, Pindyck RS (1994) Investment under uncertainty. Princeton University Press.

  28. Elliott G, Rothenberg T, Stock J (1996) Efficient tests for an autoregressive unit root. Econometrica 64:813–836.

  29. Engle RF, Manganelli S (2004) CAViaR: conditional autoregressive value at risk by regression quantiles. J Business Econ Stat 22:367–381.

  30. Fisher I (1933) The debt-deflation theory of great depressions. Econometrica. J Econ Soc 337–357.
    Paper not yet in RePEc: Add citation now
  31. Fry-Mckibbin R, Zheng J (2016) Effects of the US monetary policy shocks during financial crises—a threshold vector autoregression approach. Appl Econ 48(59):5802–5823.

  32. Garcia R, Schaller H (2002) Are the effects of monetary policy asymmetric? Econ Inq 40(1):102–119.

  33. Granger CW (2003) Time series concepts for conditional distributions. Oxford Bull Econ Stat 65:689–701.
    Paper not yet in RePEc: Add citation now
  34. Greenwood-Nimmo M, Huang J, Nguyen VH (2019) Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. J Finan Market 42:121–142.

  35. Gupta R, Jooste C (2018) Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? IEEP 15(3):683–703.

  36. Han H, Jung W, Lee JH (2019) Estimation and inference of quantile impulse response functions by local projections: with applications to VAR dynamics. https://doi.org/10.2139/ssrn.3466198 .
    Paper not yet in RePEc: Add citation now
  37. He Z, Krishnamurthy A (2013) Intermediary asset pricing. Am Econ Rev 103:732–770.

  38. Jannsen N, Potjagailo G, Wolters MH (2019) Monetary policy during financial crises: Is the transmission mechanism impaired? Int J Cent Bank 15(4):81–126.

  39. Keynes JM (1936) The general theory of employment, interest and money. McMil’lan, London.
    Paper not yet in RePEc: Add citation now
  40. Kilian L, Lütkepohl H (2017) Structural vector autoregressive analysis. Cambridge University Press, Cambridge.

  41. Koop G, Pesaran MH, Potter SM (1996) Impulse response analysis in non-linear multivariate models. J Econ 74:119–147.

  42. Kutu AA, Nzimande NP, Msomi S (2017) Effectiveness of monetary policy and the growth of industrial sector in China. J Econ Behav Stud 9:46–59.

  43. Kwiatkowski D, Phillips PC, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root. J Econ 54:159–178.
    Paper not yet in RePEc: Add citation now
  44. Lanne M, Nyberg H (2016) Generalized forecast error variance decomposition for linear and non-linear multivariate models. Oxford Bull Econ Stat 78:595–603.

  45. Li F, St-Amant P (2010) Financial stress, monetary policy, and economic activity. Working Paper of Bank of Canada 2010–12. Bank of Canada, Ottawa, Canada.

  46. Lien D, Sun Y, Zhang C (2019) Uncertainty, confidence, and monetary policy in China. Int Rev Econ Financ 76:1347–1358.
    Paper not yet in RePEc: Add citation now
  47. Linnemann L, Winkler R (2016) Estimating non-linear effects of fiscal policy using quantile regression methods. Oxf Econ Pap 68:1120–1145.
    Paper not yet in RePEc: Add citation now
  48. Lo MC, Piger J (2005) Is the response of output to monetary policy asymmetric? Evidence from a regime-switching coefficients model. J Money Credit Banking 865–886.

  49. Montes-Rojas G (2017) Reduced form vector directional quantiles. J Multivar Anal 158:20–30.

  50. Montes-Rojas G (2019) Multivariate Quantile Impulse Response Functions. J Time Ser Anal 40:739–752.

  51. Morgan DP (1993) Asymmetric effects of monetary policy. Econ Rev-Feder Reserv Bank Kansas City 78:21–33.

  52. Neftci SN (1984) Are economic time series asymmetric over the business cycle? J Polit Econ 92:307–328.

  53. Pellegrino G (2018) Uncertainty and the real effects of monetary policy shocks in the Euro area. Econ Lett 162:177–181.

  54. Pesaran HH, Shin Y (1998) Generalized impulse response analysis in linear multivariate models. Econ Lett 58:17–29.

  55. Phillips PC, Perron P (1988) Testing for a unit root in time series regression. Biometrika 75:335–346.
    Paper not yet in RePEc: Add citation now
  56. Pratap B, Dhal S (2021) Monetary transmission mechanism, confidence and uncertainty: evidence from a large emerging market economy. In: Confidence and uncertainty: evidence from a large emerging market economy (June 1, 2021).
    Paper not yet in RePEc: Add citation now
  57. Ren Y, Guo Q, Zhu H, Ying W (2020) The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR. Appl Econ 52(29):3167–3185.

  58. Schüler YS (2014) Asymmetric effects of uncertainty over the business cycle: a quantile structural vector autoregressive approach. University of Konstanz Department of Economics, 2014–02. Avaliable at: http://nbn-resolving.de/urn:nbn:de:bsz:352-0-275836 .
    Paper not yet in RePEc: Add citation now
  59. Taylor JB (1993) Discretion versus policy rules in practice. In: Carnegie-Rochester conference series on public policy 39:195–214.

  60. Vavra J (2013) Inflation dynamics and time-varying volatility: new evidence and an Ss interpretation. Quart J Econ 129:215–258.

  61. White H, Kim T-H, Manganelli S (2015) VAR for VaR: measuring tail dependence using multivariate regression quantiles. J Econ 187:169–188.

  62. Yoshino N, Taghizadeh-Hesary F (2015) Effectiveness of the easing of monetary policy in the Japanese economy, incorporating energy prices. J Comparat Asian Develop 14(2):227–248.
    Paper not yet in RePEc: Add citation now
  63. Yoshino N, Taghizadeh-Hesary F, Miyamoto H (2017) The effectiveness of the negative interest rate policy in Japan. Credit and Capital Markets 50(2):189–212.
    Paper not yet in RePEc: Add citation now
  64. Zhu H, Su X, Guo Y, Ren Y (2016) The asymmetric effects of oil price shocks on the Chinese stock market: evidence from a quantile impulse response perspective. Sustainability 8:766.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Unravelling the Narratives Behind Macroeconomic Forecasts. (2022). Naranjo-Saldarriaga, Sara ; Forero-Alvarado, Santiago ; Moreno-Arias, Nicolas ; de Castro-Valderrama, Marcela.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp18-2022.

    Full description at Econpapers || Download paper

  2. Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

    Full description at Econpapers || Download paper

  3. Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Bruns, Martin ; Piffer, Michele.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2021-07.

    Full description at Econpapers || Download paper

  4. A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach. (2021). Bošnjak, Mile ; Oddo, Luigi.
    In: Applied Economics.
    RePEc:taf:applec:v:53:y:2021:i:38:p:4448-4463.

    Full description at Econpapers || Download paper

  5. Economic policy uncertainty in banking: a literature review. (2021). Ozili, Peterson Kitakogelu.
    In: MPRA Paper.
    RePEc:pra:mprapa:108017.

    Full description at Econpapers || Download paper

  6. Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies. (2021). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Aygun, Gurcan.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp14420.

    Full description at Econpapers || Download paper

  7. Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty. (2021). Perote, Javier ; de la Horra, Luis P ; de la Fuente, Gabriel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:609-624.

    Full description at Econpapers || Download paper

  8. Digitalization, retail trade and monetary policy. (2021). Piribauer, Philipp ; Glocker, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302965.

    Full description at Econpapers || Download paper

  9. Identifying external debt shocks in low- and middle-income countries. (2021). Sheng, Xuguang Simon ; Sukaj, Rubena.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302394.

    Full description at Econpapers || Download paper

  10. The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis. (2021). Wang, Zhuqing ; Luo, YI ; Xu, Yan ; Wu, Congxin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314102.

    Full description at Econpapers || Download paper

  11. Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Lopez-Martin, Bernabe ; Canales, Mario.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:908.

    Full description at Econpapers || Download paper

  12. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

    Full description at Econpapers || Download paper

  13. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:szg:worpap:2004.

    Full description at Econpapers || Download paper

  14. The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR. (2020). Pruser, Jan ; Schlosser, Alexander.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01619-8.

    Full description at Econpapers || Download paper

  15. How Does Uncertainty in Economic Policy React to Oil Price Shocks in Australia?. (2020). Gregory, Paul R ; Kuang, Kuangli.
    In: Journal of Accounting, Business and Finance Research.
    RePEc:spi:joabfr:2020:p:42-48.

    Full description at Econpapers || Download paper

  16. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-12.

    Full description at Econpapers || Download paper

  17. Economic policy uncertainty and demand for international tourism: An empirical study. (2020). Su, Thanh ; Nguyen, Canh ; Schinckus, Christophe.
    In: Tourism Economics.
    RePEc:sae:toueco:v:26:y:2020:i:8:p:1415-1430.

    Full description at Econpapers || Download paper

  18. Monetary Policy, Risk Aversion and Uncertainty in an International Context. (2020). Deisting, Florent ; Sehgal, Sanjay ; Saini, Sakshi.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:24:y:2020:i:3-4:p:211-266.

    Full description at Econpapers || Download paper

  19. Risk Shocks and Monetary Policy in the New Normal. (2020). Seneca, Martin.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:5:a:5.

    Full description at Econpapers || Download paper

  20. Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). Su, Thanh ; LE, Thai-Ha ; Nguyen, Canh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

    Full description at Econpapers || Download paper

  21. 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.

    Full description at Econpapers || Download paper

  22. International bank lending channel of monetary policy. (2020). Furceri, Davide ; Choi, Sangyup ; ALBRIZIO, SILVIA ; Yoon, Chansik.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305595.

    Full description at Econpapers || Download paper

  23. Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Yao, Yao ; Chen, Minghua ; Wu, JI.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

    Full description at Econpapers || Download paper

  24. Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods. (2020). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed.
    In: International Economics.
    RePEc:eee:inteco:v:161:y:2020:i:c:p:66-82.

    Full description at Econpapers || Download paper

  25. Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik.
    In: Working papers.
    RePEc:yon:wpaper:2019rwp-142.

    Full description at Econpapers || Download paper

  26. The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty. (2019). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0752-3.

    Full description at Econpapers || Download paper

  27. Measuring Brazilian Economic Uncertainty. (2019). Marotta, Raira ; Ferreira, Pedro Costa ; Silva, Felipi Bruno.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-00034-3.

    Full description at Econpapers || Download paper

  28. Economic uncertainty, precautionary motive and the augmented form of money demand function. (2019). Gan, Pei-Tha.
    In: Evolutionary and Institutional Economics Review.
    RePEc:spr:eaiere:v:16:y:2019:i:2:d:10.1007_s40844-019-00125-5.

    Full description at Econpapers || Download paper

  29. Has Higher Household Indebtedness Weakened Monetary Policy Transmission?. (2019). Narita, Machiko ; Gelos, R. Gaston ; Rawat, Umang ; Griffoli, Tommaso Mancini ; Khan, Shujaat ; Grinberg, Federico.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/011.

    Full description at Econpapers || Download paper

  30. The effects of economic policy uncertainty on outward foreign direct investment. (2019). Chi, Thi Huyen ; Boarelli, Sofia ; Hsieh, Hui-Ching.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:377-392.

    Full description at Econpapers || Download paper

  31. Uncertainty and oil volatility: New evidence. (2019). Diao, Xiaohua ; Cao, Xiang ; Zeng, Qing ; Mei, Dexiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

    Full description at Econpapers || Download paper

  32. Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Jiang, Yonghong ; He, Luli ; Meng, Juan ; Nie, HE.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634.

    Full description at Econpapers || Download paper

  33. The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

    Full description at Econpapers || Download paper

  34. A shadow rate New Keynesian model. (2019). Zhang, Ji ; Wu, Jing Cynthia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:7.

    Full description at Econpapers || Download paper

  35. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

    Full description at Econpapers || Download paper

  36. Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7956.

    Full description at Econpapers || Download paper

  37. Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong.
    In: Working Papers.
    RePEc:bok:wpaper:1905.

    Full description at Econpapers || Download paper

  38. What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2019). Lim, Guay ; Castelnuovo, Efrem.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:52:y:2019:i:1:p:78-93.

    Full description at Econpapers || Download paper

  39. Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Herwartz, Helmut ; Rohloff, Hannes.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:358.

    Full description at Econpapers || Download paper

  40. Disagreement and Monetary Policy. (2018). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:655.

    Full description at Econpapers || Download paper

  41. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Uddin, Gazi ; Ji, Qiang ; Nehler, Henrik ; Liu, Bing-Yue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

    Full description at Econpapers || Download paper

  42. The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

    Full description at Econpapers || Download paper

  43. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

    Full description at Econpapers || Download paper

  44. What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7366.

    Full description at Econpapers || Download paper

  45. International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Poon, Aubrey ; Cross, Jamie ; Hou, Chenghan.
    In: Working Papers.
    RePEc:bny:wpaper:0070.

    Full description at Econpapers || Download paper

  46. Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

    Full description at Econpapers || Download paper

  47. Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent.
    In: Rue de la Banque.
    RePEc:bfr:rueban:2018:61.

    Full description at Econpapers || Download paper

  48. The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2018). GUPTA, RANGAN ; Clance, Matthew ; Aye, G C.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277037.

    Full description at Econpapers || Download paper

  49. The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201782.

    Full description at Econpapers || Download paper

  50. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 13:47:03 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.