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...
Bewaard in:
Gepubliceerd in: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021) |
---|---|
Hoofdauteur: | |
Formaat: | Artikel |
Taal: | Engels |
Gepubliceerd in: |
Philipps-Universität Marburg
2021
|
Onderwerpen: | |
Online toegang: | PDF Full text |
Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|
MAGKS - Joint Discussion Paper Series in Economics