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Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Citations

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Cited by:

  1. Andreas Dibiasi & Samad Sarferaz, 2020. "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers 2006.09007, arXiv.org, revised Dec 2020.
  2. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
  3. Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
  4. Aslanidis, Nektarios & Bariviera, Aurelio & Kapetanios, George & Sarafidis, Vasilis, 2025. "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," MPRA Paper 125124, University Library of Munich, Germany.
  5. Efrem Castelnuovo, 2023. "Uncertainty before and during COVID‐19: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 37(3), pages 821-864, July.
  6. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2025. "US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries," Research in International Business and Finance, Elsevier, vol. 78(C).
  7. Arce-Alfaro, Gabriel, 2025. "The economic implications of oil supply uncertainty," Energy Economics, Elsevier, vol. 145(C).
  8. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
  9. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021. "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
  10. Arigoni, Filippo & Lenarcic, Crt, 2023. "Foreign economic policy uncertainty shocks and real activity in the Euro area," Research Technical Papers 7/RT/23, Central Bank of Ireland.
  11. 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.
  12. Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024. "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 820-857, June.
  13. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
  14. Shen, Yifan & He, Jia & Shi, Xunpeng & Zeng, Ting, 2025. "Uncertainty, macroeconomic activity and commodity price: A global analysis," International Review of Financial Analysis, Elsevier, vol. 101(C).
  15. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2024. "US uncertainty shocks on real and financial markets: A multi-country perspective," Economic Systems, Elsevier, vol. 48(3).
  16. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
  17. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
  18. Paul Labonne, 2022. "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-23, Economic Statistics Centre of Excellence (ESCoE).
  19. Cubadda, Gianluca & Grassi, Stefano & Guardabascio, Barbara, 2025. "The time-varying Multivariate Autoregressive Index model," International Journal of Forecasting, Elsevier, vol. 41(1), pages 175-190.
  20. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parraga Rodriguez, Susana &, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
  21. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2025. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 89-115, Springer.
  22. Ductor, Lorenzo & Leiva-León, Danilo, 2022. "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, vol. 120(C).
  23. Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
  24. Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024. "Vulnerable funding in the global economy," Journal of Banking & Finance, Elsevier, vol. 169(C).
  25. Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  26. Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
  27. Baxa, Jaromír & Šestořád, Tomáš, 2025. "Common and country-specific uncertainty shocks in europe: Why their nature matters for policy," Economic Modelling, Elsevier, vol. 150(C).
  28. Paul Labonne, 2020. "Asymmetric uncertainty : Nowcasting using skewness in real-time data," Papers 2012.02601, arXiv.org, revised May 2024.
  29. Ogbuabor, Jonathan E. & Ukwueze, Ezebuilo R. & Mba, Ifeoma C. & Ojonta, Obed I. & Orji, Anthony, 2023. "The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?," Applied Energy, Elsevier, vol. 334(C).
  30. Wu, Ping, 2024. "Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility," International Journal of Forecasting, Elsevier, vol. 40(3), pages 903-917.
  31. Nina Biljanovska & Francesco Grigoli & Martina Hengge, 2021. "Fear thy neighbor: Spillovers from economic policy uncertainty," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 409-438, May.
  32. Jaromir Baxa & Tomas Sestorad, 2024. "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers IES 2024/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
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