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The impact of uncertainty shocks in emerging economies

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Cited by:

  1. Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro, 2014. "Uncertainty and Economic Activity: A Global Perspective," IDB Publications (Working Papers) 6605, Inter-American Development Bank.
  2. Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian, 2016. "Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 8-28.
  3. Kovalenko, Tim, 2021. "Uncertainty shocks and employment fluctuations in Germany: The role of establishment size," Discussion Papers 119, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
  4. Gian Paulo Soave, 2023. "A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 55(4), pages 397-431, January.
  5. Redl, Chris, 2020. "Uncertainty matters: Evidence from close elections," Journal of International Economics, Elsevier, vol. 124(C).
  6. Carrière-Swallow, Yan & Medel, Carlos, 2011. "Incertidumbre Global sobre el Pacífico Sur," Working Papers 2011-016, Banco Central de Reserva del Perú.
  7. Horvath, Jaroslav, 2020. "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  8. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
  9. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  10. Caballero, Julián & Fernández, Andrés & Park, Jongho, 2019. "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Journal of International Economics, Elsevier, vol. 118(C), pages 160-178.
  11. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," CESifo Working Paper Series 4736, CESifo Group Munich.
  12. Azad, Nahiyan Faisal & Serletis, Apostolos, 2022. "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, vol. 51(PA).
  13. Hachula, Michael & Hoffmann, Sebastian, 2015. "The output effects of commodity price volatility: Evidence from exporting countries," Discussion Papers 2015/29, Free University Berlin, School of Business & Economics.
  14. Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020. "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 207-217.
  15. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
  16. repec:zbw:bofrdp:2017_031 is not listed on IDEAS
  17. Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
  18. Engel, Charles, 2016. "International coordination of central bank policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 13-24.
  19. Delong Li & Mr. Nicolas E Magud & Mr. Fabian Valencia, 2015. "Corporate Investment in Emerging Markets: Financing vs. Real Options Channel," IMF Working Papers 2015/285, International Monetary Fund.
  20. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
  21. 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.
  22. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2020. "Uncertainty and Economic Activity: Does it Matter for Thailand?," PIER Discussion Papers 130, Puey Ungphakorn Institute for Economic Research.
  23. Gustavo Adler & Sebastian Sosa, 2016. "External Factors in Debt Sustainability Analysis: An Application to Latin America?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(5), pages 81-120, June.
  24. Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017. "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia 1008, Banco de la Republica de Colombia.
  25. 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).
  26. Alem, Yonas & Colmer, Jonathan, 2015. "Consumption smoothing and the welfare cost of uncertainty," LSE Research Online Documents on Economics 63816, London School of Economics and Political Science, LSE Library.
  27. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
  28. Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022. "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, vol. 79(C).
  29. Saygin Sahinoz & Evren Erdogan Cosar, 2020. "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
  30. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The shocks matter: Improving our estimates of exchange rate pass-through," Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
  31. Jalloul, Maya & Miescu, Mirela, 2023. "Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory," Journal of International Money and Finance, Elsevier, vol. 137(C).
  32. Ambrogio Cesa-Bianchi & M Hashem Pesaran & Alessandro Rebucci & Stijn Van Nieuwerburgh, 2020. "Uncertainty and Economic Activity: A Multicountry Perspective [Emerging market business cycles: The cycle is the trend]," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3393-3445.
  33. Yan Carrière-Swallow & José Marzluf, 2023. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 509-537, June.
  34. Li, Houjian & Li, Yanjiao & Guo, Lili, 2023. "Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America," Resources Policy, Elsevier, vol. 85(PA).
  35. Peter Claeys, 2017. "Uncertainty spillover and policy reactions," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 64-77, April.
  36. Cho, Dooyeon & Kim, Husang, 2023. "Macroeconomic effects of uncertainty shocks: Evidence from Korea," Journal of Asian Economics, Elsevier, vol. 84(C).
  37. Silvia Delrio, 2016. "Estimating the effects of global uncertainty in open economies," Working Papers 2016:19, Department of Economics, University of Venice "Ca' Foscari".
  38. Gustavo Adler & Mr. Sebastian Sosa, 2013. "External Conditions and Debt Sustainability in Latin America," IMF Working Papers 2013/027, International Monetary Fund.
  39. Shin, Minchul & Zhang, Boyuan & Zhong, Molin & Lee, Dong Jin, 2018. "Measuring international uncertainty: The case of Korea," Economics Letters, Elsevier, vol. 162(C), pages 22-26.
  40. Yonas Alem & Jonathan Colmer, 2015. "Consumption smoothing and the welfare cost of uncertainty," GRI Working Papers 118b, Grantham Research Institute on Climate Change and the Environment.
  41. Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.
  42. Liu, Ding & Sun, Weihong & Xu, Liao & Zhang, Xuan, 2023. "Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  43. Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018. "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
  44. Abiad, Abdul & Bluedorn, John & Guajardo, Jaime & Topalova, Petia, 2015. "The Rising Resilience of Emerging Market and Developing Economies," World Development, Elsevier, vol. 72(C), pages 1-26.
  45. Morikawa, Masayuki, 2016. "Business uncertainty and investment: Evidence from Japanese companies," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 224-236.
  46. Chris Redl, 2018. "Macroeconomic Uncertainty in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 361-380, September.
  47. Yonas Alem & Jonathan Colmer, 2015. "Consumption Smoothing and the Welfare Cost of Uncertainty," CEP Discussion Papers dp1369, Centre for Economic Performance, LSE.
  48. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
  49. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
  50. Hippolyte d'Albis & Ekrame Boubtane & Dramane Coulibaly, 2022. "Global Uncertainty and International Migration To Western Europe," Annals of Economics and Statistics, GENES, issue 148, pages 1-28.
  51. Martínez-Jaramillo, Serafín & Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel & Rodríguez-Martínez, Anahí & Sánchez-Martínez, Manuel, 2022. "Stress-ridden finance and growth losses: Does financial development break the link?," IWH Discussion Papers 3/2022, Halle Institute for Economic Research (IWH).
  52. Horvath, Jaroslav & Rothman, Philip, 2021. "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, vol. 115(C).
  53. Hsiao, Cody Yu-Ling & Jin, Tao & Kwok, Simon & Wang, Xi & Zheng, Xin, 2023. "Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model," China Economic Review, Elsevier, vol. 81(C).
  54. Kim, Youngju & Lim, Hyunjoon & Sohn, Wook, 2020. "Which external shock matters in small open economies? Global risk aversion vs. US economic policy uncertainty," Japan and the World Economy, Elsevier, vol. 54(C).
  55. Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023. "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  56. Kevin Larcher & Jaebeom Kim & Youngju Kim, 2019. "Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach," Applied Economics, Taylor & Francis Journals, vol. 51(6), pages 594-610, February.
  57. Chen, Xiangyu & Tongurai, Jittima, 2023. "Informational linkage and price discovery between China's futures and spot markets: Evidence from the US–China trade dispute," Global Finance Journal, Elsevier, vol. 55(C).
  58. Mr. Fabio Comelli & Mrs. Esther Perez Ruiz, 2016. "To Bet or Not to Bet: Copper Price Uncertainty and Investment in Chile," IMF Working Papers 2016/218, International Monetary Fund.
  59. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
  60. Gustavo Adler & Mr. Camilo E Tovar Mora, 2012. "Riding Global Financial Waves: The Economic Impact of Global Financial Shocks on Emerging Market Economies," IMF Working Papers 2012/188, International Monetary Fund.
  61. Carrière-Swallow, Yan & Deb, Pragyan & Furceri, Davide & Jiménez, Daniel & Ostry, Jonathan D., 2023. "Shipping costs and inflation," Journal of International Money and Finance, Elsevier, vol. 130(C).
  62. Wang, Yonglian & Wang, Lijun & Pan, Changchun & Hong, Songzhi, 2022. "Economic policy uncertainty and price pass-through effect of exchange rate in China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  63. Valeriu Nalban, 2016. "Sentiment-Driven Asymmetries in Romanian Monetary Policy Transmission," Eastern European Economics, Taylor & Francis Journals, vol. 54(3), pages 251-270, May.
  64. Baker, Scott R. & Bloom, Nicholas, 2013. "Does uncertainty reduce growth? Using disasters as natural experiments," LSE Research Online Documents on Economics 121906, London School of Economics and Political Science, LSE Library.
  65. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2020. "Global spillover effects of US uncertainty," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 71-89.
  66. Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
  67. Lyu, Yongjian & Yi, Heling & Hu, Yingyi & Yang, Mo, 2021. "Economic uncertainty shocks and China's commodity futures returns: A time-varying perspective," Resources Policy, Elsevier, vol. 70(C).
  68. Jože Damijan & Jozef Konings & Črt Kostevc & Katja Zajc Kejžar, 2022. "Explaining the Low Level of Investment in Slovenia," European Economy - Discussion Papers 169, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  69. 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.
  70. Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
  71. Ricardo J. Caballero & Gunes Kamber, 2019. "On the Global Impact of Risk-off Shocks and Policy-put Frameworks," NBER Working Papers 26031, National Bureau of Economic Research, Inc.
  72. Mauricio Alvarado & Gabriel Rodríguez, 2024. "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-531, Departamento de Economía - Pontificia Universidad Católica del Perú.
  73. Ömer Faruk TAN, 2023. "Is There Any Impact of the World Uncertainty Spillover Index (WUSI) on Firm Investment? Evidence from Turkey," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 97-108, June.
  74. Canh Phuc Nguyen & Su Dinh Thanh & Bach Nguyen, 2022. "Economic uncertainty and tourism consumption," Tourism Economics, , vol. 28(4), pages 920-941, June.
  75. Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022. "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers 18-2022, Economics Section, The Graduate Institute of International Studies.
  76. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
  77. repec:cep:stieop:59 is not listed on IDEAS
  78. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
  79. Metiu, Norbert & Prieto, Esteban, 2023. "The macroeconomic effects of inflation uncertainty," Discussion Papers 32/2023, Deutsche Bundesbank.
  80. Yonas Alem & Jonathan Colmer, 2015. "Consumption Smoothing and the Welfare Cost of Uncertainty," STICERD - Economic Organisation and Public Policy Discussion Papers Series 059, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  81. Tim Kovalenko, 2021. "Uncertainty shocks and employment fluctuations in Germany: the role of establishment size," Working Papers 212, Bavarian Graduate Program in Economics (BGPE).
  82. Prüser, Jan & Schlösser, Alexander, 2017. "The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR," Ruhr Economic Papers 708, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  83. Azzouzi, asmae & Bousselhamia, Ahmed, 2021. "Impact des chocs d'incertitude liés au Covid-19 sur l’économie marocaine [Impact of uncertainty shocks related to the Covid-19 on the Moroccan economy]," MPRA Paper 110398, University Library of Munich, Germany.
  84. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
  85. repec:bdr:ensayo:v:35:y:2017:i:82:p:31-45 is not listed on IDEAS
  86. Huang, Yisu & Ma, Feng & Bouri, Elie & Huang, Dengshi, 2023. "A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns," International Review of Financial Analysis, Elsevier, vol. 87(C).
  87. Caballero, Julián & Fernández, Andrés, 2017. "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Bank of Finland Research Discussion Papers 31/2017, Bank of Finland.
  88. 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.
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