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...
Sparad:
I publikationen: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021) |
---|---|
Huvudupphovsman: | |
Materialtyp: | Artikel |
Språk: | engelska |
Publicerad: |
Philipps-Universität Marburg
2021
|
Ämnen: | |
Länkar: | PDF-fulltext |
Taggar: |
Lägg till en tagg
Inga taggar, Lägg till första taggen!
|
MAGKS - Joint Discussion Paper Series in Economics