The Nexus between Lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR Model
The contribution of this paper is twofold. First, we introduce a daily vector autoregression (VAR) model for the US economy that allows discerning between lockdown shocks and a real business cycle shocks. With this methodology at hand, we then evaluate the impact of lockdown measures on economic un...
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Publicado en: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021) |
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Autor principal: | |
Formato: | Artículo |
Lenguaje: | inglés |
Publicado: |
Philipps-Universität Marburg
2021
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Acceso en línea: | Texto Completo PDF |
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MAGKS - Joint Discussion Paper Series in Economics