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Sangyup Choi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Choi, Sangyup & Willens, Tim & Yoo, Seung Yong, 2023. "Revisiting the monetary transmission mechanism through an industry‑level differential approach," Bank of England working papers 1024, Bank of England.

    Cited by:

    1. Fetzer, Thiemo & Palmou, Christina & Schneebacher, Jakob, 2024. "How do firms cope with economic shocks in real time?," CAGE Online Working Paper Series 722, Competitive Advantage in the Global Economy (CAGE).
    2. Ayhan Kose & Jongrim Ha & Dohan Kim & Prasad,Eswar S., 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," Policy Research Working Paper Series 10974, The World Bank.
    3. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2024. "Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option," Working papers 2024rwp-228, Yonsei University, Yonsei Economics Research Institute.
    4. Mr. Pragyan Deb & Julia Estefania-Flores & Melih Firat & Davide Furceri & Siddharth Kothari, 2023. "Monetary Policy Transmission Heterogeneity: Cross-Country Evidence," IMF Working Papers 2023/204, International Monetary Fund.
    5. Thiemo Fetzer & Christina Palmou & Jakob Schneebacher, 2024. "How Do Firms Cope with Economic Shocks in Real Time?," ECONtribute Discussion Papers Series 337, University of Bonn and University of Cologne, Germany.
    6. Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024. "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Bank of Israel Working Papers 2024.13, Bank of Israel.
    7. Thiemo Fetzer & Christina Palmou & Jakob Schneebacher, 2024. "How Do Firms Cope with Economic Shocks in Real Time?," CESifo Working Paper Series 11367, CESifo.
    8. Ryan Niladri Banerjee & Denis Gorea & Deniz Igan & Gabor Pinter, 2024. "Monetary policy and housing markets: insights using a novel measure of housing supply elasticity," BIS Quarterly Review, Bank for International Settlements, December.
    9. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024. "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, vol. 136(C).
    10. Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024. "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Papers 2410.02445, arXiv.org.
    11. Guérin, Pierre, 2023. "What are the effects of monetary policy on productivity?," Economics Letters, Elsevier, vol. 233(C).
    12. Fetzer, Thiemo & Palmou, Christina & Schneebacher, Jakob, 2024. "How do firms cope with economic shocks in real time?," The Warwick Economics Research Paper Series (TWERPS) 1517, University of Warwick, Department of Economics.

  2. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. McCully, Tuuli, 2023. "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers 8/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Yang, Chien-Wen & Hsieh, Yi-Shan & Hung, Chih-Yuan, 2024. "Economic uncertainty and corporate cash holdings: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    3. Kumar, Virender & Dua, Pami, 2024. "What explains foreign portfolio investment inflows to BRICS countries?," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 32-46.
    4. Wang, Zhe & Teng, Yin-Pei & Wu, Shuzhao & Liu, Yuxiang & Liu, Xianchang, 2023. "Geopolitical risk, financial system and natural resources extraction: Evidence from China," Resources Policy, Elsevier, vol. 82(C).
    5. Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024. "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, vol. 147(C).
    6. Choi, Sangyup & Havel, Jiri, 2025. "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, vol. 151(C).
    7. Bruno Pires Tiberto & Francisco Fernando Viana Ferreira, 2024. "The Effects of COVID-19 Pandemic on Cross-Border Banking Flows: comparative analysis between advanced and emerging market economies," Working Papers Series 598, Central Bank of Brazil, Research Department.
    8. Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    9. Agoraki, Maria-Eleni K. & Wu, Haoran & Xu, Tongbin & Yang, Min, 2024. "Money never sleeps: Capital flows under global risk and uncertainty," Journal of International Money and Finance, Elsevier, vol. 141(C).
    10. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).

  3. Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," CAMA Working Papers 2022-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. J. Ignacio Conde-Ruiz & Manu García & Luis A. Puch & Jesus Ruiz, 2023. "Reforming Dual Labor Markets: “Empirical” or “Contractual” Temporary Rates?," Studies on the Spanish Economy eee2023-36, FEDEA.
    2. Mirza, Nawazish & Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Umar, Muhammad, 2023. "Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA)," International Review of Financial Analysis, Elsevier, vol. 90(C).
    3. Chung, Changwoo & Kim, Jinsoo, 2024. "Greenflation, a myth or fact? Empirical evidence from 26 OECD countries," Energy Economics, Elsevier, vol. 139(C).

  4. Sangyup Choi & Junhyeok Shin, 2022. "Household Indebtedness and the Macroeconomic Effects of Tax Changes," CAMA Working Papers 2022-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," Working papers 2020rwp-179, Yonsei University, Yonsei Economics Research Institute.
    2. Tovar Jalles, João & Park, Donghyun & Qureshi, Irfan, 2024. "Public and Private Investment as Catalysts for Growth: An analysis of emerging markets and developing economies with a focus on Asia," Journal of International Money and Finance, Elsevier, vol. 148(C).
    3. Jalles, João Tovar & Park , Donghyun & Qureshi, Irfan, 2024. "Public versus Private Investment Multipliers in Emerging Market and Developing Economies: Cross-Country Analysis with a Focus on Asia," ADB Economics Working Paper Series 737, Asian Development Bank.

  5. Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
    2. Xia, Yufei & Sang, Chong & He, Lingyun & Wang, Ziyao, 2023. "The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 52(C).
    3. Choudhary, Sangita & Jain, Anshul & Biswal, Pratap Chandra, 2024. "Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective," Finance Research Letters, Elsevier, vol. 62(PB).
    4. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    5. Kolawole Ibrahim Gbolahan, 2023. "An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 13(6), pages 91-100, November.
    6. Julian Winkel & Wolfgang Karl Härdle, 2023. "Pricing Kernels and Risk Premia implied in Bitcoin Options," Risks, MDPI, vol. 11(5), pages 1-18, April.
    7. Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie, 2022. "Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    8. Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss, 2022. "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," BIS Working Papers 1013, Bank for International Settlements.
    9. Abootaleb Shirvani & Stefan Mittnik & William Brent Lindquist & Svetlozar Rachev, 2024. "Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes," Risks, MDPI, vol. 12(5), pages 1-21, May.
    10. Mei-jun, Ling & Guang-xi, Cao, 2024. "Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    11. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
    12. Sakurai, Yuji & Kurosaki, Tetsuo, 2023. "Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?," Research in International Business and Finance, Elsevier, vol. 65(C).
    13. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023. "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, vol. 65(C).
    14. Sinda Hadhri, 2023. "How does Bitcoin react to economic discomfort? Evidence from the economic misery index," Economics Bulletin, AccessEcon, vol. 43(3), pages 1235-1253.
    15. Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    16. Okoroafor, Ugochi C. & Leirvik, Thomas, 2023. "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, vol. 56(C).
    17. Cheng, Jiyang & Tiwari, Sunil & Khaled, Djebbouri & Mahendru, Mandeep & Shahzad, Umer, 2024. "Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
    18. Alhonita YATIE, 2022. "Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war," Bordeaux Economics Working Papers 2022-07, Bordeaux School of Economics (BSE).
    19. Wüstenfeld, Jan & Geldner, Teo, 2022. "Economic uncertainty and national bitcoin trading activity," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    20. Bouri, Elie & Jalkh, Naji, 2023. "Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants," International Review of Financial Analysis, Elsevier, vol. 90(C).
    21. Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2023. "Cryptocurrencies Are Becoming Part of the World Global Financial Market," Papers 2303.00495, arXiv.org.
    22. Liu, Jinan & Valcarcel, Victor J., 2024. "Hedging inflation expectations in the cryptocurrency futures market," Journal of Financial Stability, Elsevier, vol. 70(C).
    23. Castle, Jennifer L. & Kurita, Takamitsu, 2024. "Stability between cryptocurrency prices and the term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 165(C).
    24. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean Michel & Guesmi, Khaled, 2021. "Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
    25. Ghaemi Asl, Mahdi & Raheem, Ibrahim D. & Rashidi, Muhammad Mahdi, 2023. "Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?," Resources Policy, Elsevier, vol. 86(PA).
    26. Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
    27. Li Wei & Ming-Chih Lee & Wan-Hsiu Cheng & Chia-Hsien Tang & Jing-Wun You, 2023. "Evaluating the Efficiency of Financial Assets as Hedges against Bitcoin Risk during the COVID-19 Pandemic," Mathematics, MDPI, vol. 11(13), pages 1-19, June.
    28. Su, Chi-Wei & Yang, Shengjie & Qin, Meng & Lobonţ, Oana-Ramona, 2023. "Gold vs bitcoin: Who can resist panic in the U.S.?," Resources Policy, Elsevier, vol. 85(PA).
    29. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024. "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, vol. 60(C).
    30. Fatma Abdelkaoui & Ali Sidaoui & Feriel Nasser & Meriem Bouzidi, 2024. "Cryptocurrency and Macroeconomic Dynamics: Case of 10 Asian Economies," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 100-126, June.
    31. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
    32. Sonan Memon, 2022. "Cryptocurrencies: Review of Economics and Policy," PIDE-Working Papers 2022:7, Pakistan Institute of Development Economics.
    33. Alhonita Yatie, 2022. "Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war," Working Papers hal-03617040, HAL.
    34. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023. "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, vol. 51(C).
    35. Ivan Mužić & Ivan Gržeta, 2022. "Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets," Risks, MDPI, vol. 10(6), pages 1-15, June.
    36. Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    37. Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024. "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    38. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    39. Gaies, Brahim & Chaâbane, Najeh & Arfaoui, Nadia & Sahut, Jean-Michel, 2024. "On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability," Research in International Business and Finance, Elsevier, vol. 70(PA).
    40. Wen, Fenghua & Tong, Xi & Ren, Xiaohang, 2022. "Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    41. Burke, Matt & Fry, John & Kemp, Sean & Woodhouse, Drew, 2022. "Attention to Authority: The behavioural finance of Covid-19," Finance Research Letters, Elsevier, vol. 49(C).
    42. Alhonita Yatie, 2022. "Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war," Working Papers hal-03625196, HAL.
    43. Zhu, Pengfei & Lu, Tuantuan & Chen, Shenglan, 2022. "How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    44. Rodriguez, Harold & Colombo, Jefferson, 2024. "Is bitcoin an inflation hedge?," MPRA Paper 120477, University Library of Munich, Germany.
    45. Jennifer Castle & Takamitsu Kurita, 2022. "Structural relationships between cryptocurrency prices and monetary policy indicators," Economics Series Working Papers 972, University of Oxford, Department of Economics.
    46. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2022. "Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    47. David Cerezo S'anchez, 2022. "Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance," Papers 2210.06139, arXiv.org.

  6. Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," GRU Working Paper Series GRU_2020_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," Working papers 2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
    2. Hakan Yilmazkuday, 2024. "Drivers of international fiscal spillovers," Economics and Politics, Wiley Blackwell, vol. 36(3), pages 1491-1536, November.

  7. Sangyup Choi, 2020. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Korean Bank Loan Other Survey," GRU Working Paper Series GRU_2020_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Youngjin Yun & Byoungsoo Cho, 2021. "Is the Monetary Policy Effect Different for Bank Lending to Households and Firms?," GRU Working Paper Series GRU_2021_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

  8. Sangyup Choi & Davide Furceri & Prakash Loungani & Myungkyu Shim, 2020. "Inflation Anchoring and Growth: The Role of Credit Constraints," GRU Working Paper Series GRU_2020_032, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    2. Copestake, Alexander & Estefania-Flores, Julia & Furceri, Davide, 2024. "Digitalization and resilience," Research Policy, Elsevier, vol. 53(3).
    3. Carriere-Swallow, Yan & Deb, Pragyan & Furceri, Davide & Jiménez, Daniel & Ostry, Jonathan D., 2022. "Shipping Costs and Inflation," CEPR Discussion Papers 17259, C.E.P.R. Discussion Papers.
    4. Dongwon Lee, 2022. "Commodity terms of trade volatility and industry growth," Working Papers 202216, University of California at Riverside, Department of Economics.
    5. Bao We Wal Bambe & Jean-Louis Combes & Kabinet Kaba & Alexandru Minea, 2024. "Inflation targeting and firm performance in developing countries," Post-Print hal-04734823, HAL.
    6. Bulat Mukhamediyev & Sayat Zhamanbayev & Aliya Mukhamediyeva, 2024. "Central Bank Independence and Oil Prices Impact on Macroeconomic Indicators," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 9-17, May.
    7. Douglas Silveira & Ricardo B. L. M. Oscar, 2024. "Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2097-2129, October.
    8. Bambe, Bao-We-Wal & Combes, Jean-Louis & Kaba, Kabinet & Minea, Alexandru, 2024. "Inflation targeting and firm performance in developing countries," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).

  9. Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "Policy Uncertainty and Foreign Direct Investment," GRU Working Paper Series GRU_2020_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Hayato Kato & Hirofumi Okoshi, 2021. "Economic Integration and Agglomeration of Multinational Production with Transfer Pricing," Discussion Papers in Economics and Business 20-19, Osaka University, Graduate School of Economics.
    2. Segundo Camino‐Mogro & Mary Armijos, 2022. "Short‐term effects of COVID‐19 lockdown on foreign direct investment: Evidence from Ecuadorian firms," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(4), pages 715-736, May.
    3. Ayesha Serfraz & Md. Qamruzzaman & Salma Karim, 2023. "Revisiting the Nexus between Economic Policy Uncertainty, Financial Development, and FDI Inflows in Pakistan during Covid-19: Does Clean Energy Matter?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 91-101, July.
    4. Hak Yeung & Jürgen Huber, 2022. "Further Evidence on China’s B&R Impact on Host Countries’ Quality of Institutions," Sustainability, MDPI, vol. 14(9), pages 1-17, May.
    5. Hayakawa, Kazunobu & Hyun-Hoon, Lee & Cyn-Young, Park, 2022. "Impacts of COVID-19 on foreign direct investment," IDE Discussion Papers 831, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    6. Yingce Yang & Junjie Guo & Ruihong He, 2023. "The Asymmetric Impact of the Oil Price and Disaggregate Shocks on Economic Policy Uncertainty: Evidence From China," SAGE Open, , vol. 13(2), pages 21582440231, June.
    7. Konstantinos Lagos & Yuan Wang, . "The threshold effects of global economic uncertainty on foreign direct investment," UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.
    8. Yi, Sun & Raghutla, Chandrashekar & Chittedi, Krishna Reddy & Fareed, Zeeshan, 2023. "How economic policy uncertainty and financial development contribute to renewable energy consumption? The importance of economic globalization," Renewable Energy, Elsevier, vol. 202(C), pages 1357-1367.
    9. Miaozhi Yu & Na Wang, 2023. "The Influence of Geopolitical Risk on International Direct Investment and Its Countermeasures," Sustainability, MDPI, vol. 15(3), pages 1-14, January.
    10. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Muhammad Zubair Chishti, 2023. "COVID-19 and FDI nexus in Pakistan: fresh evidence from QARDL and time-varying casualty techniques," Future Business Journal, Springer, vol. 9(1), pages 1-18, December.
    12. Bohan Zhang & Jianfu Ma & Muhammad Asghar Khan & Valentina Repnikova & Kseniia Shidlovskaya & Sergey Barykin & Muhammad Salman Ahmad, 2023. "The Effect of Economic Policy Uncertainty on Foreign Direct Investment in the Era of Global Value Chain: Evidence from the Asian Countries," Sustainability, MDPI, vol. 15(7), pages 1-21, April.
    13. Naoto JINJI & Mitsuo INADA, 2022. "The Impact of Policy Uncertainty on Foreign Direct Investment: Micro-Evidence from Japan's International Investment Agreements," Discussion papers e-21-010, Graduate School of Economics , Kyoto University.
    14. Pooja Thakur-Wernz & Helena Barnard & Marianne Matthee, 2024. "Knightian uncertain violence and the challenge of FDI-assisted development: policy recommendations where civilian lives are at risk," Journal of International Business Policy, Palgrave Macmillan, vol. 7(3), pages 356-390, September.
    15. Boubekeur Baba & Güven Sevil, 2021. "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
    16. Abdalwali Lutfi & Maryam Ashraf & Waqas Ahmad Watto & Mahmaod Alrawad, 2022. "Do Uncertainty and Financial Development Influence the FDI Inflow of a Developing Nation? A Time Series ARDL Approach," Sustainability, MDPI, vol. 14(19), pages 1-11, October.
    17. Patrick Ssekitoleko & Ifeanyi Mbukanma, 2022. "Advancing the Growth of Foreign Direct Investment Equity Inflow Amid Covid-19 Pandemic: An Exploratory Study of South Africa Context," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 11, November.
    18. Xu, Can, 2023. "Do households react to policy uncertainty by increasing savings?," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 770-785.
    19. Kishwar Ali & Hu Hongbing & Chee Yoong Liew & Du Jianguo, 2023. "Governance perspective and the effect of economic policy uncertainty on financial stability: evidence from developed and developing economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1971-2002, June.
    20. Camino-Mogro, Segundo & Armijos, Mary, 2020. "The effects of COVID-19 lockdown on Foreign Direct Investment: evidence from Ecuadorian firms," MPRA Paper 104821, University Library of Munich, Germany.

  10. Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Karau, Sören, 2021. "Monetary policy and Bitcoin," Discussion Papers 41/2021, Deutsche Bundesbank.
    2. David Cerezo S'anchez, 2022. "Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance," Papers 2210.06139, arXiv.org.

  11. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020. "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," GRU Working Paper Series GRU_2020_015, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Sangyup Choi & Tim Willems & Seung Yong Yoo, 2023. "Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach," Working papers 2023rwp-215, Yonsei University, Yonsei Economics Research Institute.
    2. Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021. "Inflation Anchoring and Growth: The Role of Credit Constraints," Working papers 2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
    3. João Tovar Jalles & Mr. Youssouf Kiendrebeogo & Mr. Waikei R Lam & Mr. Roberto Piazza, 2023. "Revisiting the Countercyclicality of Fiscal Policy," IMF Working Papers 2023/089, International Monetary Fund.

  12. Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International bank lending channel of monetary policy," Working Papers 1938, Banco de España.

    Cited by:

    1. Youngjin Yun, 2022. "Cross‐border bank flows through foreign branches and the effect of a macroprudential policy," Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 83-104, May.
    2. Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
    3. Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," Working papers 2020rwp-179, Yonsei University, Yonsei Economics Research Institute.
    4. Dobronravova, E. & Trunin, P., 2024. "International monetary policy transmission in EAEU countries," Journal of the New Economic Association, New Economic Association, vol. 62(1), pages 219-228.
    5. Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," IMF Working Papers 2019/234, International Monetary Fund.
    6. Jose Vicente Romero & Hernando Vargas-Herrera & Pamela Cardozo & Andrés Murcia, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Borradores de Economia 1115, Banco de la Republica de Colombia.
    7. Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia, 2021. "Bank lending in Switzerland: Driven by business models and exposed to uncertainty," International Review of Financial Analysis, Elsevier, vol. 78(C).
    8. Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020. "The Global Transmission of U.S. Monetary Policy," Working Papers 814, Economic Research Southern Africa.
    9. Riccardo Degasperi & Fabrizio Venditti, 2024. "US monetary policy spillovers to the euro area," Questioni di Economia e Finanza (Occasional Papers) 891, Bank of Italy, Economic Research and International Relations Area.
    10. Mélina London & Maéva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
    11. Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
    12. Arbatli-Saxegaard, Elif & Furceri, Davide & Gonzalez Dominguez, Pablo & Ostry, Jonathan & Peiris, Shanaka, 2022. "Spillovers from US Monetary Shocks: Role of Policy Drivers and Cyclical Conditions," ADBI Working Papers 1317, Asian Development Bank Institute.
    13. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2023. "One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes," Working papers 2023rwp-209, Yonsei University, Yonsei Economics Research Institute.
    14. Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020. "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers 2020-12, Swiss National Bank.
    15. Arbatli-Saxegaard, Elif & Furceri, Davide & González, Pablo & Ostry, Jonathan D. & Peiris, Shanaka, 2024. "Spillovers from US Monetary Policy: Role of Policy Drivers and Cyclical Conditions," CEPR Discussion Papers 18768, C.E.P.R. Discussion Papers.
    16. Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2023. "A quest between fiscal and market discipline," Economic Modelling, Elsevier, vol. 119(C).
    17. Gábor Dávid Kiss & Gábor Zoltán Tanács & Edit Lippai-Makra & Tamás Rácz, 2020. "Last Resort: European Central Bank’s Permanent Engagement in Tackling Foreign Exchange Liquidity Disruptions in the Euro Area Banking System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(4), pages 83-106.
    18. Filardo, Andrew J. & Siklos, Pierre L., 2020. "The cross-border credit channel and lending standards surveys," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
    19. Choi, Sangyup & Havel, Jiri, 2025. "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, vol. 151(C).
    20. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    21. Simona Malovana & Martin Hodula & Josef Bajzik & Zuzana Gric, 2021. "A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending," Working Papers 2021/8, Czech National Bank.
    22. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
    23. Choi, Woo Jin, 2020. "Effects of US Monetary Policy on Gross Capital Flows: Cases in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(4), pages 59-90.
    24. Simona Malovaná & Martin Hodula & Josef Bajzík & Zuzana Gric, 2024. "Bank capital, lending, and regulation: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 823-851, July.
    25. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    26. Stefan Avdjiev & José María Serena Garralda, 2020. "Regulatory capital, market capital and risk taking in international bank lending," BIS Working Papers 912, Bank for International Settlements.
    27. Konstantinos Gkillas & Paraskevi Katsiampa & Dimitrios I. Vortelinos & Mark E. Wohar, 2023. "Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4037-4054, October.
    28. Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022. "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 623-645, October.
    29. Rohit, Abhishek & Dash, Pradyumna & Rao, D. Tripati, 2020. "A comparative assessment of the spillovers of US monetary policy shocks and its mitigation," Economics Letters, Elsevier, vol. 197(C).
    30. Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2022. "On the international co-movement of natural interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    31. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    32. He, Qing & Wang, Wenqing & Yu, Jishuang, 2023. "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, vol. 90(C).

  13. Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    2. Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
    3. Bilenkisi, Fikret, 2024. "Uncertainty, labour force participation and job search," Economic Modelling, Elsevier, vol. 139(C).
    4. Sangyup Choi & Jeeyeon Phi, 2023. "Impact of Uncertainty Shocks on Income and Wealth Inequality," CAMA Working Papers 2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Sangyup Choi & Davide Furceri & Prakash Loungani, 2019. "Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data," Working papers 2019rwp-143, Yonsei University, Yonsei Economics Research Institute.
    6. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    7. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
    8. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.

  14. Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development," Working papers 2019rwp-144, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Yongliang Zhang & Md. Qamruzzaman & Salma Karim & Ishrat Jahan, 2021. "Nexus between Economic Policy Uncertainty and Renewable Energy Consumption in BRIC Nations: The Mediating Role of Foreign Direct Investment and Financial Development," Energies, MDPI, vol. 14(15), pages 1-29, August.
    2. Kwamivi Mawuli Gomado, 2024. "Impact of uncertainty on economic growth: The role of pro‐market institutions in developing countries," Post-Print hal-04725308, HAL.

  15. Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," IMF Working Papers 2018/004, International Monetary Fund.

    Cited by:

    1. Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," Working papers 2020rwp-179, Yonsei University, Yonsei Economics Research Institute.
    2. Anastasiou, Dimitrios & Drakos, Konstantinos, 2021. "European depositors’ behavior and crisis sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 117-136.
    3. Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
    4. Gondo, Rocío & Pérez, Fernando, 2019. "Cross-Border flows and the effect of Global Financial shocks in Latin America," Working Papers 2019-020, Banco Central de Reserva del Perú.
    5. Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," IMF Working Papers 2019/234, International Monetary Fund.
    6. Hu, Yichuan & Li, Chang & Qin, Cong, 2020. "The impact of regional financial depth on outbound cross-border mergers and acquisitions," Journal of International Money and Finance, Elsevier, vol. 104(C).
    7. Biswas, Sonny & Zhai, Wei, 2021. "Economic policy uncertainty and cross-border lending," Journal of Corporate Finance, Elsevier, vol. 67(C).
    8. Daniel Carvalho & Martin Schmitz, 2024. "Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum," International Finance, Wiley Blackwell, vol. 27(3), pages 203-230, December.
    9. Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2022. "Uncertainty spill-overs: when policy and financial realms overlap," Working Papers wp1174, Dipartimento Scienze Economiche, Universita' di Bologna.
    10. Akram, Q. Farooq, 2020. "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, vol. 89(C).
    11. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    12. Jonathan Rice, 2020. "Policy Uncertainty Shocks and Small Open Economies in Monetary Union: a Case Study of Ireland," Trinity Economics Papers tep1020, Trinity College Dublin, Department of Economics.
    13. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Nguyen, Giang & Vo, Vinh, 2024. "Economic policy uncertainty around the world: Implications for Vietnam," International Review of Economics & Finance, Elsevier, vol. 94(C).
    15. Mafalda Venâncio de Vasconcelos, 2020. "Political Stability and Bank Flows: New Evidence," JRFM, MDPI, vol. 13(3), pages 1-19, March.
    16. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023. "Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries," Working Papers 2023.06, International Network for Economic Research - INFER.
    17. Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development," Working papers 2019rwp-144, Yonsei University, Yonsei Economics Research Institute.
    18. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2024. "Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19," Technological Forecasting and Social Change, Elsevier, vol. 205(C).
    19. Sangyup Choi & Myungkyu Shim, 2019. "Financial vs. Policy Uncertainty in Emerging Market Economies," Open Economies Review, Springer, vol. 30(2), pages 297-318, April.
    20. Yousefi, Hamed & Najand, Mohammad, 2022. "Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
    21. Chinn, Menzie & Devereux, Michael B. & Kollmann, Robert, 2018. "International Financial Integration in a Changing Policy Context – the End of an Era?," MPRA Paper 90400, University Library of Munich, Germany.
    22. Khoo, Joye & Cheung, Adrian (Wai Kong), 2021. "Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression," Global Finance Journal, Elsevier, vol. 47(C).
    23. Choi, Sangyup & Havel, Jiri, 2025. "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, vol. 151(C).
    24. Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).
    25. Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    26. Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Tsouknidis, Dimitris, 2023. "Household deposits and consumer sentiment expectations: Evidence from Eurozone," Journal of International Money and Finance, Elsevier, vol. 131(C).
    27. Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022. "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, vol. 61(C).
    28. Agoraki, Maria-Eleni K. & Wu, Haoran & Xu, Tongbin & Yang, Min, 2024. "Money never sleeps: Capital flows under global risk and uncertainty," Journal of International Money and Finance, Elsevier, vol. 141(C).
    29. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    30. Seohyun Lee & Inhwan So & Jongrim Ha, 2018. "Identifying Uncertainty Shocks due to Geopolitical Swings in Korea," Working Papers 2018-26, Economic Research Institute, Bank of Korea.
    31. Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022. "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 623-645, October.
    32. Agustin Benetrix & Michael Curran, 2020. "Uncertainty Shocks and the Cross-Border Funding of Banks: Unmasking Heterogeneity," Trinity Economics Papers tep0920, Trinity College Dublin, Department of Economics.
    33. Huang, Sainan & Hueng, C. James & Zeng, Songlin, 2024. "Puzzling retrenchment of banking outflows: The role of information asymmetry," Research in International Business and Finance, Elsevier, vol. 68(C).

  16. Sangyup Choi & Myungkyu Shim, 2018. "Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption," Working papers 2018rwp-127, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Horvath, Jaroslav & Yang, Guanyi, 2022. "Unemployment dynamics and informality in small open economies," European Economic Review, Elsevier, vol. 141(C).

  17. Sangyup Choi, 2018. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey," Working papers 2018rwp-126, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Sangyup Choi, 2019. "Changes in the Effects of Bank Lending Shocks and the Development of Public Debt Markets," Working papers 2019rwp-140, Yonsei University, Yonsei Economics Research Institute.

  18. Sangyup Choi & Myungkyu Shim, 2018. "Financial vs. Policy Uncertainty in Emerging Market Economies," Working papers 2018rwp-116, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Mohsen Bahmani-Oskooee & Majid Maki-Nayeri, 2019. "Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries," Open Economies Review, Springer, vol. 30(4), pages 675-693, September.
    2. Ghirelli, Corinna & Pérez, Javier J. & Urtasun, Alberto, 2021. "The spillover effects of economic policy uncertainty in Latin America on the Spanish economy," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    3. Liu, Yang & Sheng, Xuguang Simon, 2019. "The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries," International Journal of Forecasting, Elsevier, vol. 35(3), pages 967-979.
    4. Gian Paulo Soave, 2020. "International Drivers of Policy Uncertainty in Emerging Economies," Economics Bulletin, AccessEcon, vol. 40(1), pages 716-726.
    5. Pagliacci, Carolina, 2021. "The supply and demand-side impacts of uncertainty shocks. Evidence on advanced and emerging economies," MPRA Paper 108739, University Library of Munich, Germany.
    6. Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    7. Yeonggyu Yun & Hye-Young Jung, 2020. "Effects of Uncertainty Shocks on Household Consumption and Working Hours: A Fuzzy Cognitive Map-Based Approach," Mathematics, MDPI, vol. 8(6), pages 1-13, June.
    8. Kevin Larcher & Jaebeom Kim & Youngju Kim, 2018. "Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach," Working Papers 2018-12, Economic Research Institute, Bank of Korea.
    9. Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
    10. Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017. "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series 2017-066, Board of Governors of the Federal Reserve System (U.S.).
    11. Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development," Working papers 2019rwp-144, Yonsei University, Yonsei Economics Research Institute.
    12. Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
    13. Lin Chuan & Stavros Sindakis & Panagiotis Theodorou, 2024. "Examining the Impact of Political Stability on Stock Price Crash Risk: Evidence from China," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 8179-8208, June.
    14. Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021. "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 311-333.
    15. Xu, Can, 2023. "Do households react to policy uncertainty by increasing savings?," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 770-785.
    16. Corinna Ghirelli & Javier J. Pérez & Alberto Urtasun, 2020. "Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers," Working Papers 2024, Banco de España.
    17. Canales, Mario & Lopez-Martin, Bernabe, 2024. "Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata," Economic Modelling, Elsevier, vol. 139(C).
    18. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
    19. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
    20. Idriss Fontaine, 2017. "This paper investigates whether the effects of uncertainty shocks on the French economy are heterogeneous. By exploiting two different measures of uncertainty, one reflecting policy uncertainty and an," Economics Bulletin, AccessEcon, vol. 37(4), pages 2835-2845.
    21. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
    22. Mohsen Bahmani-Oskooee & Jia Xu, 2022. "Whose policy uncertainty matters in the trade between China and the U.S.?," Economic Change and Restructuring, Springer, vol. 55(3), pages 1497-1542, August.
    23. Sharma, Chandan & Paramati, Sudharshan Reddy, 2021. "Does economic policy uncertainty dampen imports? Commodity-level evidence from India," Economic Modelling, Elsevier, vol. 94(C), pages 139-149.
    24. Seohyun Lee & Inhwan So & Jongrim Ha, 2018. "Identifying Uncertainty Shocks due to Geopolitical Swings in Korea," Working Papers 2018-26, Economic Research Institute, Bank of Korea.

  19. Sangyup Choi & Davide Furceri & Mr. Prakash Loungani, 2018. "Inflation Anchoring and Growth: Evidence from Sectoral Data," IMF Working Papers 2018/036, International Monetary Fund.

    Cited by:

    1. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    2. Junankar, Pramod N. (Raja), 2019. "Monetary Policy, Growth and Employment in Developing Areas: A Review of the Literature," IZA Discussion Papers 12197, Institute of Labor Economics (IZA).
    3. Joseph Ifeolu Falegan & Ebele Amali, 2023. "An Evaluation of the Optimal Inflation Target for Economic Growth in Nigeria," Journal of Social Science Studies, Macrothink Institute, vol. 10(1), pages 1-1, June.

  20. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2017. "Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies," IMF Working Papers 2017/198, International Monetary Fund.

    Cited by:

    1. Sangyup Choi & Davide Furceri & Prakash Loungani, 2019. "Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data," Working papers 2019rwp-143, Yonsei University, Yonsei Economics Research Institute.
    2. Sangyup Choi & Davide Furceri & Mr. Prakash Loungani, 2018. "Inflation Anchoring and Growth: Evidence from Sectoral Data," IMF Working Papers 2018/036, International Monetary Fund.
    3. Andrea Ascani & Luca Bettarelli & Laura Resmini & Pierre-Alexandre Balland, 2020. "Global networks, local specialisation and regional patterns of innovation," Papers in Evolutionary Economic Geography (PEEG) 2002, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Jan 2020.
    4. World Bank Group, 2017. "Kenya Economic Update, December 2017," World Bank Publications - Reports 29033, The World Bank Group.

  21. Sangyup Choi & Davide Furceri & Yi Huang & Prakash Loungani, 2017. "Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints," IHEID Working Papers 09-2017, Economics Section, The Graduate Institute of International Studies.

    Cited by:

    1. Thomas Grjebine & Jérôme Héricourt & Fabien Tripier, 2022. "Sectoral reallocations, real estate shocks, and productivity divergence in Europe," Post-Print hal-03701538, HAL.
    2. Copestake, Alexander & Estefania-Flores, Julia & Furceri, Davide, 2024. "Digitalization and resilience," Research Policy, Elsevier, vol. 53(3).
    3. Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
    4. Urtasun, Alberto & Martínez Matute, Marta, 2020. "Uncertainty and Firms' Labour Decisions. Evidence from European Countries," IZA Discussion Papers 13645, Institute of Labor Economics (IZA).
    5. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," IREA Working Papers 202015, University of Barcelona, Research Institute of Applied Economics, revised Oct 2020.
    6. Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
    7. Liu, Xinheng & Pan, Sishi & Li, Shuxian & Yang, Xin & Huang, Chuangxia, 2024. "Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China," Resources Policy, Elsevier, vol. 96(C).
    8. Grace Taylor & Rod Tyers, 2017. "Secular Stagnation: Determinants and Consequences for Australia," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 615-650, December.
    9. Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
    10. Alessandri, Piergiorgio & Bottero, Margherita, 2020. "Bank lending in uncertain times," European Economic Review, Elsevier, vol. 128(C).
    11. Jin, Peizhen & Peng, Chong & Song, Malin, 2019. "Macroeconomic uncertainty, high-level innovation, and urban green development performance in China," China Economic Review, Elsevier, vol. 55(C), pages 1-18.
    12. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020. "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," Working papers 2020rwp-176, Yonsei University, Yonsei Economics Research Institute.
    13. Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," Working papers 2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
    14. Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021. "Inflation Anchoring and Growth: The Role of Credit Constraints," Working papers 2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
    15. Sangyup Choi & Davide Furceri & Prakash Loungani, 2019. "Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data," Working papers 2019rwp-143, Yonsei University, Yonsei Economics Research Institute.
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    87. António Afonso & João Tovar Jalles & Ana Venâncio, 2023. "Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters matter?," Working Papers REM 2023/0271, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    88. Lan Bai & Xiafei Li & Yu Wei & Guiwu Wei, 2022. "Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3694-3712, July.
    89. Dillman, K.J. & Heinonen, J., 2022. "A ‘just’ hydrogen economy: A normative energy justice assessment of the hydrogen economy," Renewable and Sustainable Energy Reviews, Elsevier, vol. 167(C).
    90. de Mendonça, Helder Ferreira & Garcia, Pedro Mendes, 2023. "Effects of oil shocks and central bank credibility on price diffusion," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 304-317.
    91. López, Lucia & Odendahl, Florens & Parrága, Susana & Silgado-Gómez, Edgar, 2024. "The pass-through to inflation of gas price shocks," Working Paper Series 2968, European Central Bank.
    92. Gerlach, Stefan & Stuart, Rebecca, 2024. "Commodity prices and international Inflation, 1851–1913," Journal of International Money and Finance, Elsevier, vol. 144(C).
    93. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
    94. Nour Mohamad Fayad, 2024. "The Causality Between Corruption and Economic Growth in MENA Countries: A Dynamic Panel-Data Analysis," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 14(1), pages 28-49.
    95. Özgür Özaydın, 2019. "Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 5(4), pages 86-93, 04-2019.
    96. An, Zidong & Binder, Carola & Sheng, Xuguang Simon, 2023. "Gas price expectations of Chinese households," Energy Economics, Elsevier, vol. 120(C).
    97. Pham, Thai-Binh & Sala, Hector, 2019. "The macroeconomic effects of oil price and risk-premium shocks on Vietnam: Evidence from an over-identifying SVAR analysis," MPRA Paper 96873, University Library of Munich, Germany, revised 05 Jul 2019.
    98. Merve Osmanbeyoglu & Nukhet Dogan & M. Hakan Berument, 2022. "Exchange rate regime, world oil prices and the Mexican economy," International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 159-178, February.
    99. Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series 10998, CESifo.
    100. Tomasz Ingram & Monika Wieczorek-Kosmala & Karel Hlaváček, 2023. "Organizational Resilience as a Response to the Energy Crisis: Systematic Literature Review," Energies, MDPI, vol. 16(2), pages 1-35, January.
    101. Elsayed, Ahmed H. & Hammoudeh, Shawkat & Sousa, Ricardo M., 2021. "Inflation synchronization among the G7and China: The important role of oil inflation," Energy Economics, Elsevier, vol. 100(C).
    102. Christina Anderl & Guglielmo Maria Caporale, 2023. "The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies," CESifo Working Paper Series 10276, CESifo.
    103. Valery V. Bezpalov & Sergey A. Lochan & Dmitry V. Fedyunin & Irina V. Polozhentseva & Tatiana V. Gorina, 2022. "Relationship between Complex Integration Indices and Inflation Indicators and Their Impact on the Development of Regional Cooperation between Countries to Reduce the Level of Inflationary Risks: Case ," Risks, MDPI, vol. 11(1), pages 1-26, December.
    104. Husaini, Dzul Hadzwan & Puah, Chin-Hong & Lean, Hooi Hooi, 2019. "Energy subsidy and oil price fluctuation, and price behavior in Malaysia:A time series analysis," Energy, Elsevier, vol. 171(C), pages 1000-1008.
    105. Qiao, Hui & Qin, Ping & Liu, Yang & Yang, Yugang, 2023. "International energy trade and inflation dynamics: The role of invoicing currency use during the low carbon transition," Energy Economics, Elsevier, vol. 128(C).
    106. Gerlach, Stefan & Stuart, Rebecca, 2021. "Commodity Prices and Global Inflation, 1851-1913," CEPR Discussion Papers 16526, C.E.P.R. Discussion Papers.
    107. Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh & Kim, Won Joong, 2023. "How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis," International Economics, Elsevier, vol. 173(C), pages 212-232.
    108. Abdallah, Chadi & Kpodar, Kangni, 2023. "How large and persistent is the response of inflation to changes in retail energy prices?," Journal of International Money and Finance, Elsevier, vol. 132(C).
    109. Nusair, Salah A., 2019. "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, vol. 181(C), pages 997-1011.
    110. Jamus Jerome Lim, 2021. "The limits of central bank independence for inflation performance," Public Choice, Springer, vol. 186(3), pages 309-335, March.
    111. Salem, Leila Ben & Nouira, Ridha & Rault, Christophe, 2024. "On the Impact of Oil Prices on Sectoral Inflation: Evidence from World's Top Oil Exporters and Importers," IZA Discussion Papers 16706, Institute of Labor Economics (IZA).
    112. Szafranek, Karol, 2021. "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, vol. 94(C), pages 1-13.
    113. Duc Hong Vo & Minh Phuoc-Bao Tran, 2023. "Do geopolitical risks from the economic powers dominate world gold return? Evidence from the quantile connectedness approach," Economic Change and Restructuring, Springer, vol. 56(6), pages 4661-4688, December.
    114. Lu, Xinjie & Ma, Feng & Wang, Jiqian & Zhu, Bo, 2021. "Oil shocks and stock market volatility: New evidence," Energy Economics, Elsevier, vol. 103(C).
    115. Li, Houjian & Huang, Xinya & Guo, Lili, 2023. "Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China," Energy Economics, Elsevier, vol. 127(PB).
    116. Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Mattoussi, Wided, 2023. "Oil price shocks in the age of surging inflation," Energy Economics, Elsevier, vol. 128(C).
    117. Jeguirim, Khaled & Ben Salem, Leila, 2024. "Unveiling extreme dependencies between oil price shocks and inflation in Tunisia: Insights from a copula dcc garch approach," MPRA Paper 121616, University Library of Munich, Germany.
    118. Rexford Abaidoo & Elvis Kwame Agyapong, 2023. "Global food price volatility and inflationary pressures among developing economies," SN Business & Economics, Springer, vol. 3(10), pages 1-21, October.
    119. Aviral Kumar Tiwari & Muhammad Tahir Suleman & Subhan Ullah & Muhammad Shahbaz, 2023. "Analyzing the connectedness between crude oil and petroleum products: Evidence from USA," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2278-2347, July.
    120. Cheng, Sheng & Cao, Yan, 2019. "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, vol. 81(C), pages 422-432.
    121. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019. "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, vol. 129(C), pages 89-99.
    122. Huang, Xuan & Liu, Xueyong, 2022. "The time-frequency evolution of multidimensional relations between global oil prices and China's general price level," Energy, Elsevier, vol. 244(PA).
    123. Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021. "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, vol. 73(C).
    124. Jiranyakul, Komain, 2021. "Crude Oil Price Changes and Inflation: Evidence for Asia and the Pacific Economies," MPRA Paper 108386, University Library of Munich, Germany.
    125. Nandi, Biplob Kumar & Kabir, Md Humayun & Nandi, Mohitosh Kumar, 2024. "Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy," Resources Policy, Elsevier, vol. 91(C).
    126. Moussa, Richard K. & Ousseini, Bouba & Taha, Cyrille K., 2024. "Asymmetric effects of oil prices on inflation in Côte d’Ivoire," Resources Policy, Elsevier, vol. 90(C).
    127. André, Marine C. & Armijo, Alberto & Espidio, Sebastián Medina & Sandoval, Jamel, 2023. "Policy mix in a small open emerging economy with commodity prices," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
    128. Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
    129. Bettarelli, Luca & Estefania-Flores, Julia & Furceri, Davide & Loungani, Prakash & Pizzuto, Pietro, 2023. "Energy inflation and consumption inequality," Energy Economics, Elsevier, vol. 124(C).
    130. Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 259-275.
    131. Tan, Yan & Uprasen, Utai, 2023. "Asymmetric effects of oil price shocks on income inequality in ASEAN countries," Energy Economics, Elsevier, vol. 126(C).

  23. Sangyup Choi, 2017. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers 2017rwp-113, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," IREA Working Papers 202015, University of Barcelona, Research Institute of Applied Economics, revised Oct 2020.
    2. Choi, Sangyup & Furceri, Davide & Huang, Yi & Loungani, Prakash, 2018. "Aggregate uncertainty and sectoral productivity growth: The role of credit constraints," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 314-330.
    3. Pan, Lijun & Wang, Yangjie & Sun, Xiaofei & Sadiq, Muhammad & Dagestani, Abd Alwahed, 2023. "Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective," Resources Policy, Elsevier, vol. 85(PA).
    4. Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," Working papers 2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
    5. Liu, Yang & Sheng, Xuguang Simon, 2019. "The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries," International Journal of Forecasting, Elsevier, vol. 35(3), pages 967-979.
    6. Gian Paulo Soave, 2020. "International Drivers of Policy Uncertainty in Emerging Economies," Economics Bulletin, AccessEcon, vol. 40(1), pages 716-726.
    7. Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020. "Economic uncertainty and bank risk: Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
    8. Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain, 2020. "Spillover among financial, industrial and consumer uncertainties. The case of EU member states," International Review of Financial Analysis, Elsevier, vol. 70(C).
    9. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    10. Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2021. "Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies," Journal of Asian Economics, Elsevier, vol. 77(C).
    11. Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
    12. Huang, Yu-Fan & Liao, Wenting & Wang, Taining, 2024. "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations," Journal of International Money and Finance, Elsevier, vol. 148(C).
    13. Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017. "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series 2017-066, Board of Governors of the Federal Reserve System (U.S.).
    14. Choi, Sangyup & Hashimoto, Yuko, 2018. "Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 171-190.
    15. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
    16. Liu, Liping & Xu, Jietian & Li, Jixin, 2024. "The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises," Finance Research Letters, Elsevier, vol. 64(C).
    17. Sangyup Choi & Myungkyu Shim, 2019. "Financial vs. Policy Uncertainty in Emerging Market Economies," Open Economies Review, Springer, vol. 30(2), pages 297-318, April.
    18. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018. "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers 201857, University of Pretoria, Department of Economics.
    19. Marfatia, Hardik A., 2020. "Investors’ risk perceptions in the US and global stock market integration," Research in International Business and Finance, Elsevier, vol. 52(C).
    20. Osama D. Sweidan, 2023. "Geopolitical Risk and Income Inequality: Evidence from the US Economy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 575-597, September.
    21. An, Sungbae & Kim, Hyosang & Kim, Seung-Hyun & Yang, Da Young & Lee, Jinhee & Cho, Ko Un & Kim, Wongi & Kim, Jinill, 2021. "포스트 코로나 시대 주요국의 통화·재정정책 방향과 시사점(hanges, Challenges and Implications of Fiscal and Monetary Policy Directions in the Post Pandemic Era)," Policy Analyses 21-15, Korea Institute for International Economic Policy.
    22. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
    23. Sangyup Choi & Davide Furceri & Joao Tovar Jalles, 2017. "Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies," Working papers 2017rwp-110, Yonsei University, Yonsei Economics Research Institute.
    24. Horvath, Jaroslav & Zhong, Jiansheng, 2019. "Unemployment dynamics in emerging countries: Monetary policy and external shocks," Economic Modelling, Elsevier, vol. 76(C), pages 31-49.
    25. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021. ""Vulnerable Funding in the Global Economy"," IREA Working Papers 202106, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
    26. Sweidan, Osama D. & Elbargathi, Khadiga, 2022. "The effect of oil rent on economic development in Saudi Arabia: Comparing the role of globalization and the international geopolitical risk," Resources Policy, Elsevier, vol. 75(C).
    27. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
    28. Burak Buyun, 2024. "Does Exchange Rate Volatility Affect the Bank Lending Channel?," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(1), pages 51-61, January.
    29. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    30. Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
    31. Kohler, Karsten & Bonizzi, Bruno & Kaltenbrunner, Annina, 2023. "Global financial uncertainty shocks and external monetary vulnerability: The role of dominance, exposure, and history," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).

  24. Sangyup Choi & Ms. Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers 2017/074, International Monetary Fund.

    Cited by:

    1. Laurent Kemoe & Zaijin Zhan, 2018. "Fiscal Transparency, Borrowing Costs, and Foreign Holdings of Sovereign Debt," IMF Working Papers 2018/189, International Monetary Fund.
    2. Irving Fisher Committee, 2021. "Issues in Data Governance," IFC Bulletins, Bank for International Settlements, number 54.
    3. von Kalckreuth, Ulf, 2019. "Statistical governance and FDI in emerging economies," Discussion Papers 37/2019, Deutsche Bundesbank.

  25. Sangyup Choi & Mr. Prakash Loungani, 2015. "Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels," IMF Working Papers 2015/036, International Monetary Fund.

    Cited by:

    1. Choi, Sangyup & Furceri, Davide & Huang, Yi & Loungani, Prakash, 2018. "Aggregate uncertainty and sectoral productivity growth: The role of credit constraints," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 314-330.
    2. Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
    3. Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
    4. Petar Soric & Oscar Claveria, 2021. "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers 202104, University of Barcelona, Regional Quantitative Analysis Group, revised May 2021.
    5. Bas Aarle & Cindy Moons, 2017. "Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 225-251, November.
    6. Hiroaki Miyamoto, 2016. "Uncertainty shocks and labor market dynamics in Japan," Working Papers SDES-2016-8, Kochi University of Technology, School of Economics and Management, revised Jun 2016.
    7. Nguyen, Canh Phuc, 2022. "Uncertainty and gender inequality: A global investigation," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 31-47.
    8. Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.
    9. Bakas, Dimitrios & Panagiotidis, Theodore & Pelloni, Gianluigi, 2016. "On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 229-240.
    10. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2022. "Uncertainty in an emerging market economy: evidence from Thailand," Empirical Economics, Springer, vol. 62(3), pages 933-989, March.
    11. Wang, Yabin, 2018. "Fickle capital flows and retrenchment: Evidence from bilateral banking data," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 1-21.
    12. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
    13. Bae, Siye & Jo, Soojin & Shim, Myungkyu, 2023. "United States of Mind under Uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 102-127.
    14. Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
    15. Olajide O. Oyadeyi, 2024. "Macroeconomic Uncertainty and Sectoral Output in Nigeria," Economies, MDPI, vol. 12(11), pages 1-41, November.
    16. Razmi, Seyedeh Fatemeh & Moghadam, Marjan Heirani & Behname, Mehdi, 2021. "Time-varying effects of monetary policy on Iranian renewable energy generation," Renewable Energy, Elsevier, vol. 177(C), pages 1161-1169.
    17. Hammoudeh, Shawkat & Uddin, Gazi Salah & Sousa, Ricardo M. & Wadström, Christoffer & Sharmi, Rubaiya Zaman, 2022. "Do pandemic, trade policy and world uncertainties affect oil price returns?," Resources Policy, Elsevier, vol. 77(C).
    18. Costantini, Mauro & Sousa, Ricardo M., 2022. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality," Journal of International Money and Finance, Elsevier, vol. 122(C).
    19. Horvath, Jaroslav & Zhong, Jiansheng, 2019. "Unemployment dynamics in emerging countries: Monetary policy and external shocks," Economic Modelling, Elsevier, vol. 76(C), pages 31-49.
    20. Oscar Claveria & Petar Sorić, 2023. "Labour market uncertainty after the irruption of COVID-19," Empirical Economics, Springer, vol. 64(4), pages 1897-1945, April.

Articles

  1. Choi, Sangyup & Willems, Tim & Yoo, Seung Yong, 2024. "Revisiting the monetary transmission mechanism through an industry-level differential approach," Journal of Monetary Economics, Elsevier, vol. 145(C).
    See citations under working paper version above.
  2. Choi, Sangyup & Shin, Junhyeok, 2023. "Household indebtedness and the macroeconomic effects of tax changes," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 22-52.
    See citations under working paper version above.
  3. Choi, Sangyup & Ciminelli, Gabriele & Furceri, Davide, 2023. "Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 130(C).
    See citations under working paper version above.
  4. Choi, Sangyup & Shin, Junhyeok, 2022. "Bitcoin: An inflation hedge but not a safe haven," Finance Research Letters, Elsevier, vol. 46(PB).
    See citations under working paper version above.
  5. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    See citations under working paper version above.
  6. Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    See citations under working paper version above.
  7. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2022. "Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data [Optimal investment with costly reversibility]," Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 773-804.
    See citations under working paper version above.
  8. Choi Sangyup & Yoon Chansik, 2022. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
    See citations under working paper version above.
  9. Sangyup Choi & Davide Furceri & Chansik Yoon, 2021. "Policy uncertainty and foreign direct investment," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 195-227, May.
    See citations under working paper version above.
  10. Sangyup Choi, 2021. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Korean Bank Loan Officer Survey," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-45, December.

    Cited by:

    1. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2023. "One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes," Working papers 2023rwp-209, Yonsei University, Yonsei Economics Research Institute.
    2. Liu, Yan & Zhao, Xueqing, 2023. "On the factors driving bank lending standards: Global evidence from bank lending surveys," Economics Letters, Elsevier, vol. 233(C).
    3. Helmut Franken & Alejandro Jara, 2023. "Monetary Policy Tightening and Bank Lending Standards: Evidence from the Chilean Bank Loan Survey," Working Papers Central Bank of Chile 996, Central Bank of Chile.
    4. Josef Bajzik & Jan Janku & Simona Malovana & Klara Moravcova & Ngoc Anh Ngo, 2023. "Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies," Working Papers 2023/19, Czech National Bank.

  11. Sangyup Choi & Davide Furceri & Chansik Yoon, 2021. "International Fiscal-Financial Spillovers:the Effect of Fiscal Shocks on Cross-Border Bank Lending," Open Economies Review, Springer, vol. 32(2), pages 259-290, April.
    See citations under working paper version above.
  12. Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik, 2020. "International bank lending channel of monetary policy," Journal of International Money and Finance, Elsevier, vol. 102(C).
    See citations under working paper version above.
  13. Choi, Sangyup & Furceri, Davide, 2019. "Uncertainty and cross-border banking flows," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 260-274.
    See citations under working paper version above.
  14. Sangyup Choi & Myungkyu Shim, 2019. "Financial vs. Policy Uncertainty in Emerging Market Economies," Open Economies Review, Springer, vol. 30(2), pages 297-318, April.
    See citations under working paper version above.
  15. Choi, Sangyup & Furceri, Davide & Huang, Yi & Loungani, Prakash, 2018. "Aggregate uncertainty and sectoral productivity growth: The role of credit constraints," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 314-330.
    See citations under working paper version above.
  16. Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Mishra, Saurabh & Poplawski-Ribeiro, Marcos, 2018. "Oil prices and inflation dynamics: Evidence from advanced and developing economies," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 71-96.
    See citations under working paper version above.
  17. Choi, Sangyup & Hashimoto, Yuko, 2018. "Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 171-190.

    Cited by:

    1. Islam,Asif Mohammed & Lederman,Daniel, 2020. "Data Transparency and Long-Run Growth," Policy Research Working Paper Series 9493, The World Bank.
    2. Asif Mohammed Islam & Daniel Lederman, 2024. "Data transparency and growth in developing economies during and after the global financial crisis," Kyklos, Wiley Blackwell, vol. 77(4), pages 1169-1205, November.
    3. M. Utku Özmen, 2019. "Economic complexity and sovereign risk premia," Economics Bulletin, AccessEcon, vol. 39(3), pages 1714-1726.

  18. Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
    See citations under working paper version above.
  19. Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.

    Cited by:

    1. Clausen Volker & Schlösser Alexander & Thiem Christopher, 2019. "Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Macroeconomic Impact," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 957-981, October.
    2. Maria Elena Bontempi & Michele Frigeri & Roberto Golinelli & Matteo Squadrani, 2021. "EURQ: A New Web Search‐based Uncertainty Index," Economica, London School of Economics and Political Science, vol. 88(352), pages 969-1015, October.
    3. Ken-ichi Hashimoto & Yoshiyasu Ono, 2019. "A simple aggregate demand analysis with dynamic optimization in a small open economy," ISER Discussion Paper 1061, Institute of Social and Economic Research, Osaka University.
    4. Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," Working papers 2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
    5. Sangyup Choi & Jeeyeon Phi, 2023. "Impact of Uncertainty Shocks on Income and Wealth Inequality," CAMA Working Papers 2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Georgios Magkonis & Simon Rudkin, 2019. "Does Trilemma Speak Chinese?," Working Papers in Economics & Finance 2019-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    7. Nina Biljanovska & Mr. Francesco Grigoli & Martina Hengge, 2017. "Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty," IMF Working Papers 2017/240, International Monetary Fund.
    8. Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    9. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
    10. Choi Sangyup & Yoon Chansik, 2022. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
    11. Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020. "Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States," LiU Working Papers in Economics 7, Linköping University, Division of Economics, Department of Management and Engineering.
    12. Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
    13. Evren Erdogan Cosar & Sayg�n Sahinoz, 2018. "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers 1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    14. Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017. "Uncertainty and the Great Recession," CEPR Discussion Papers 12083, C.E.P.R. Discussion Papers.
    15. Lee, Kiryoung & Jeon, Yoontae, 2020. "Measuring Chinese consumers’ perceived uncertainty," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 51-70.
    16. Sangyup Choi & Myungkyu Shim, 2019. "Financial vs. Policy Uncertainty in Emerging Market Economies," Open Economies Review, Springer, vol. 30(2), pages 297-318, April.
    17. Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    18. Canales, Mario & Lopez-Martin, Bernabe, 2024. "Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata," Economic Modelling, Elsevier, vol. 139(C).
    19. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
    20. Wang, Pengfei & Li, Xiao & Shen, Dehua & Zhang, Wei, 2020. "How does economic policy uncertainty affect the bitcoin market?," Research in International Business and Finance, Elsevier, vol. 53(C).
    21. Dimitrios Bakas & Karen Jackson & Georgios Magkonis, 2020. "Trade (Dis)integration: The Sudden Death of NAFTA," Open Economies Review, Springer, vol. 31(4), pages 931-943, September.
    22. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
    23. MORIKAWA Masayuki, 2023. "Price Setting of Firms under Cost Uncertainty," Discussion papers 23040, Research Institute of Economy, Trade and Industry (RIETI).
    24. Mario Canales & Bernabe Lopez-Martin, 2021. "Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata," Working Papers Central Bank of Chile 908, Central Bank of Chile.
    25. Hwang, So Jung & Suh, Hyunduk, 2021. "Overall and time-varying effects of global and domestic uncertainty on the Korean economy," Journal of Asian Economics, Elsevier, vol. 76(C).
    26. Fontaine, Idriss & Razafindravaosolonirina, Justinien & Didier, Laurent, 2018. "Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR," China Economic Review, Elsevier, vol. 51(C), pages 1-19.
    27. Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.

  20. Choi, Sangyup & Loungani, Prakash, 2015. "Uncertainty and unemployment: The effects of aggregate and sectoral channels," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 344-358.
    See citations under working paper version above.
  21. Choi, Sangyup, 2013. "Are the effects of Bloom’s uncertainty shocks robust?," Economics Letters, Elsevier, vol. 119(2), pages 216-220.

    Cited by:

    1. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, vol. 51(1), pages 127-155, February.
    2. Michael Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "The Zero Lower Bound and Endogenous Uncertainty," Economic Journal, Royal Economic Society, vol. 128(611), pages 1730-1757, June.
    3. Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
    4. Masayuki Morikawa, 2016. "What Types of Policy Uncertainties Matter for Business?," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 527-540, December.
    5. Saltzman, Bennett & Yung, Julieta, 2018. "A machine learning approach to identifying different types of uncertainty," Economics Letters, Elsevier, vol. 171(C), pages 58-62.
    6. Ma, Xiaohan & Samaniego, Roberto, 2019. "Deconstructing uncertainty," European Economic Review, Elsevier, vol. 119(C), pages 22-41.
    7. Burkhard Raunig & Johann Scharler & Friedrich Sindermann, 2017. "Do Banks Lend Less in Uncertain Times?," Economica, London School of Economics and Political Science, vol. 84(336), pages 682-711, October.
    8. Choi Sangyup & Yoon Chansik, 2022. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
    9. MORIKAWA Masayuki, 2013. "What Type of Policy Uncertainty Matters for Business?," Discussion papers 13076, Research Institute of Economy, Trade and Industry (RIETI).
    10. Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017. "Uncertainty and the Great Recession," CEPR Discussion Papers 12083, C.E.P.R. Discussion Papers.
    11. Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.
    12. MORIKAWA Masayuki, 2016. "Business Uncertainty and Investment: Evidence from Japanese companies," Discussion papers 16014, Research Institute of Economy, Trade and Industry (RIETI).
    13. Sangyup Choi & Mr. Prakash Loungani, 2015. "Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels," IMF Working Papers 2015/036, International Monetary Fund.

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