Measuring the Response of Macroeconomic Uncertainty to Shocks
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- Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
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More about this item
KeywordsAsymmetry; Inflation; Output Growth; Variance Impulse Response Functions;
- E39 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Other
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