1. A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks. (2021). Salisu, Afees ; Aor, Raymond ; Okpe, Isah J.
   In: Advances in Decision Sciences.
   RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114.

   Full description at Econpapers || Download paper

1. Ahir, H., Bloom, N., and Furceri, D. (2018). The World Uncertainty Index. Mimeo, Available at: http://www.policyuncertainty.com/media/WUI_mimeo_10_29.pdf.
   Paper not yet in RePEc: Add citation now
   

2. Alessandri, P., and Mumtaz, H. (2019). Financial Regimes and Uncertainty Shocks. Journal of Monetary Economics, 101, 31-46.

3. Alfaro, I., Bloom, N.A., and Lin, X. (2018). The Finance Uncertainty Multiplier. National Bureau of Economic Research (NBER) Working Paper No. 24571.

4. Antonakakis, N., Gabauer, D., Gupta, R., and Plakandaras, V. (2018). Dynamic connectedness of uncertainty across developed economies: A time-varying approach. Economics Letters, 166, 63–75.

5. Asafo-Adjei, E., Agyapong, D., Agyei, S.K., Frimpong, S., Djimatey, R., and Adam, A.M. (2020). Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis. Discrete Dynamics in Nature and Society, 2020, Article ID: 8846507.
   Paper not yet in RePEc: Add citation now
   

6. Aye, G.C., Balcilar, M., and Gupta, R. (2017). International stock return predictability: Is the role of U.S. time-varying? Empirica, 44(1), 121-146.

7. Bhattarai, S., Chatterjee, A., and Park, W-Y. (2020). Global Spillover Effects of US Uncertainty. Journal of Monetary Economics, 114, 71-89. Caggiano, G., Castelnuovo, E., Delrio, S., and Kima, R. (Forthcoming). Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly. European Economic Review.

8. Cashin, P., Mohaddes, K., and Raissi, M. (2017). Fair weather or foul? The macroeconomic effects of El Niño. Journal of International Economics, 106, 37-54.

9. Chiang, T.C. (2020). Global Stock Market Prices Response to Uncertainty Changes in US Monetary and Fiscal Policies. Jeon, B.N. and Wu, J. (Ed.) Emerging Market Finance: New Challenges and Opportunities (International Finance Review, Vol. 21), Emerald Publishing Limited, Bingley, 131-147.
   Paper not yet in RePEc: Add citation now
   

10. Christou, C., Cunado, J., Gupta, R., and Hassapis, C. (2017). Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. Journal of Multinational Financial Management, 40(C), 92-102.

11. Chudik, A., and Pesaran, M.H. (2013). Econometric analysis of high dimensional VARs featuring a dominant unit. Econometric Reviews, 32(5-6), 592-649.

12. Chuliá, H. Guillén, M., and Uribe, J.M., (2017b). Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. Emerging Markets Review, 31(C), 32-46.

13. Chuliá, H., Gupta, R., Uribe, J.M., and Wohar, M.E. (2017a). Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. Journal of International Financial Markets, Institutions and Money, 48(C), 178-191.

14. Dakhlaoui, I., Aloui, C. (2016). The interactive relationship between the US economic policy uncertainty and BRIC stock markets. International Economics, 146, 141–157.

15. Das, D., And Kumar, S.B. (2018). International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach. Economics Letters, 164, 100-108 Dées, S., Mauro, F.D., Pesaran, M.H., and Smith, L.V. (2007). Exploring the international linkages of the euro area: a global VAR analysis. Journal of Applied Econometrics, 22(1), 1-38.

16. Gupta, R., Lau, C.K.M., and Wohar, M.E. (2019). The impact of U.S. uncertainty on the Euro area in good and bad times: Evidence from a quantile structural vector autoregressive model. Empirica, 46, 353-368.

17. Gupta, R., Olasehinde-Williams, G.A., and Wohar, M.E. (2020a). The impact of U.S. uncertainty shocks on a panel of advanced and emerging market economies. The Journal of International Trade & Economic Development, 29(6), 711-721.

18. Klößner, S. and R. Sekkel (2014). International spillovers of policy uncertainty. Economics Letters, 124 (3), 508–512.

19. Ko, J-H., and Lee, C-M. (2015). International economic policy uncertainty and stock prices: Wavelet approach. Economics Letters, 134, 118–122.

20. Liang, C.C., Troy, C., and Rouyer, E. (2020). U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. The North American Journal of Economics and Finance, 51(C), 101046.

21. Mauro, P. (2003). Stock returns and output growth in emerging and advanced economies. Journal of Development Economics, 71(1), 129-153.

22. Miranda-Agrippino, S., and Rey, H. (2020). US Monetary Policy and the Global Financial Cycle. The Review of Economic Studies. DOI: https://doi.org/10.1093/restud/rdaa019.

23. Miranda-Agrippino, S., Nenova, T., and Rey, H. (2020). Global Footprints of Monetary Policy. Discussion Papers 2004, Centre for Macroeconomics (CFM).

24. Mohaddes, K., and Raissi, M. (2020). Compilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2019Q4. University of Cambridge: Judge Business School (mimeo).
    Paper not yet in RePEc: Add citation now
    

25. Pesaran, M.H., Schuermann, T., and Weiner, S.M. (2004). Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. Journal of Business and Economic Statistics, 22(2), 129–162.

26. Phan, D.H.B., Sharma, S.S., and Tran, V.T. (2018). Can economic policy uncertainty predict stock returns? Global evidence. Journal of International Financial Markets, Institutions and Money, 55(C), 134-150.

27. Popp, A., and Zhang, F. (2016). The macroeconomic effects of uncertainty shocks: The role of the financial channel. Journal of Economic Dynamics & Control, 69, 319-349.

28. Rapach, D. E., and Zhou, G. (2013). Forecasting stock returns. Handbook of Economic Forecasting, 2 (Part A), Graham Elliott and Allan Timmermann (Eds.), Amsterdam: Elsevier, 328−383.

29. Sousa, R.M., Vivian, A., and Wohar, M.E. (2016). Predicting asset returns in the BRICs: The role of macroeconomic and fundamental predictors. International Review of Economics and Finance, 41, 122-143.

30. Trung, N.B. (2018). The spillover effect of the US uncertainty on emerging economies: A panel VAR approach. Applied Economics Letters, 1–7.
    Paper not yet in RePEc: Add citation now
    
31. Trung, N.B. (2019). The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. North American Journal of Economics and Finance, 48, 90–110.
    Paper not yet in RePEc: Add citation now
    

32. Yin, L., and Han, L. (2014). Spillovers of macroeconomic uncertainty among major economies. Applied Economics Letters, 21 (13), 938–944. APPENDIX

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. Monetary policy uncertainty and inflation expectations. (2021). Arce-Alfaro, Gabriel ; Blagov, Boris.
   In: Ruhr Economic Papers.
   RePEc:zbw:rwirep:899.

   Full description at Econpapers || Download paper

3. Dynamic effects of patent policy on innovation and inequality in a Schumpeterian economy. (2021). Wang, Xilin ; Peretto, Pietro ; Mallick, Sushanta ; Furukawa, Yuichi ; Chu, Angus.
   In: Economic Theory.
   RePEc:spr:joecth:v:71:y:2021:i:4:d:10.1007_s00199-021-01357-6.

   Full description at Econpapers || Download paper

4. On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar.
   In: Journal of Business Cycle Research.
   RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

   Full description at Econpapers || Download paper

5. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite-Jouvanceau, Ieva ; cipollini, andrea.
   In: Empirical Economics.
   RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

   Full description at Econpapers || Download paper

6. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
   In: Working Papers.
   RePEc:pre:wpaper:202145.

   Full description at Econpapers || Download paper

7. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
   In: Working Papers.
   RePEc:pre:wpaper:202136.

   Full description at Econpapers || Download paper

8. Equity Market Connectedness across Regimes of Geopolitical Risks. (2021). Miescu, Mirela ; Jalloul, Maya.
   In: Working Papers.
   RePEc:lan:wpaper:324219805.

   Full description at Econpapers || Download paper

9. Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar.
   In: Empirica.
   RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

   Full description at Econpapers || Download paper

10. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

    Full description at Econpapers || Download paper

11. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

    Full description at Econpapers || Download paper

12. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni ; Delrio, Silvia ; Kima, Richard.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

    Full description at Econpapers || Download paper

13. Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

    Full description at Econpapers || Download paper

14. Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Economics Letters.
    RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

    Full description at Econpapers || Download paper

15. In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martínez García, Enrique ; Balke, Nathan ; Zeng, Zheng ; Martinez-Garcia, Enrique.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

    Full description at Econpapers || Download paper

16. On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580.

    Full description at Econpapers || Download paper

17. The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Diwambuena, Josue ; Tsasa, Jean-Paul K.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps87.

    Full description at Econpapers || Download paper

18. Why does risk matter more in recessions than in expansions?. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M ; Pellegrino, Giovanni.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_013.

    Full description at Econpapers || Download paper

19. Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Papers.
    RePEc:arx:papers:2102.06404.

    Full description at Econpapers || Download paper

20. Why Does Risk Matter More in Recessions than in Expansions?. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2021-12.

    Full description at Econpapers || Download paper

21. The impact of uncertainty and certainty shocks. (2020). Schüler, Yves ; Schuler, Yves S.
    In: Discussion Papers.
    RePEc:zbw:bubdps:142020.

    Full description at Econpapers || Download paper

22. Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Working papers.
    RePEc:rie:riecdt:69.

    Full description at Econpapers || Download paper

23. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

24. 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.

    Full description at Econpapers || Download paper

25. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
    In: MPRA Paper.
    RePEc:pra:mprapa:99403.

    Full description at Econpapers || Download paper

26. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109087.

    Full description at Econpapers || Download paper

27. Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad.
    In: MPRA Paper.
    RePEc:pra:mprapa:103501.

    Full description at Econpapers || Download paper

28. Measuring and assessing economic uncertainty. (2020). Claveria, Oscar.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202011.

    Full description at Econpapers || Download paper

29. The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

    Full description at Econpapers || Download paper

30. 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

31. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2020). Stöckl, Sebastian ; Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826.

    Full description at Econpapers || Download paper

32. Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

    Full description at Econpapers || Download paper

33. Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite-Jouvanceau, Ieva ; cipollini, andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

    Full description at Econpapers || Download paper

34. 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.

    Full description at Econpapers || Download paper

35. Global financial markets and oil price shocks in real time. (2020). veronese, giovanni ; Venditti, Fabrizio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202472.

    Full description at Econpapers || Download paper

36. Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Nalban, Valeriu ; Smadu, Andra.
    In: Working Papers.
    RePEc:dnb:dnbwpp:687.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

38. Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8791.

    Full description at Econpapers || Download paper

39. Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2035.

    Full description at Econpapers || Download paper

40. On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Pruser, Jan ; Schlosser, Alexander.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

    Full description at Econpapers || Download paper

41. “Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:202003.

    Full description at Econpapers || Download paper

42. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2020-05.

    Full description at Econpapers || Download paper

43. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2019). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: EconStor Preprints.
    RePEc:zbw:esprep:204444.

    Full description at Econpapers || Download paper

44. 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

45. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Mallick, Sushanta ; Furukawa, Yuichi ; Chu, Angus.
    In: MPRA Paper.
    RePEc:pra:mprapa:96240.

    Full description at Econpapers || Download paper

46. Banking Panic Risk and Macroeconomic Uncertainty. (2019). Poeschl, Johannes ; Mikkelsen, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:94729.

    Full description at Econpapers || Download paper

47. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Mallick, Sushanta ; Furukawa, Yuichi ; Chu, Angus.
    In: Research Papers.
    RePEc:liv:livedp:201911.

    Full description at Econpapers || Download paper

48. Uncertainty shocks in emerging economies. (2019). Miescu, Mirela.
    In: Working Papers.
    RePEc:lan:wpaper:277077821.

    Full description at Econpapers || Download paper

49. Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions. (2019). Wang, Shiyi.
    In: 2019 Papers.
    RePEc:jmp:jm2019:pwa945.

    Full description at Econpapers || Download paper

50. 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

Report date: 2025-09-23 07:58:19 || Missing content? Let us know