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...
Salvato in:
Pubblicato in: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021) |
---|---|
Autore principale: | |
Natura: | Articolo |
Lingua: | inglese |
Pubblicazione: |
Philipps-Universität Marburg
2021
|
Soggetti: | |
Accesso online: | PDF Full Text |
Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
MAGKS - Joint Discussion Paper Series in Economics