The Nexus between Lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR Model

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...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Julkaisussa:MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021)
Päätekijä: Hafemann, Lucas
Aineistotyyppi: Artikkeli
Kieli:englanti
Julkaistu: Philipps-Universität Marburg 2021
Aiheet:
shock identi�cation
Wirtschaft
lockdown
COVID-19
market uncertainty
Economics
Linkit:PDF-kokoteksti
Tagit: Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!

Internet

PDF-kokoteksti

Saatavuus:
Hyllypaikka: urn:nbn:de:hebis:04-es2024-07050
Julkaisupäivä: 2024-01-19
Downloads: 39 (2024)
Lizenz: https://creativecommons.org/publicdomain/mark/1.0
Linkki aineistoon: https://archiv.ub.uni-marburg.de/es/2024/0705
https://doi.org/10.17192/es2024.0705

Samankaltaisia teoksia