Geopolitical surprises and macroeconomic shocks: A tale of two events
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More about this item
Keywords
structural vector autoregression; statistical identification; monetary policy; inflation; geopolitics;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2025-05-26 (Confederation of Independent States)
- NEP-EEC-2025-05-26 (European Economics)
- NEP-TRA-2025-05-26 (Transition Economics)
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