Financial and economic uncertainties and their effects on the economy

CC BY

Lưu vào:
Hiển thị chi tiết
Tác giả chính: Ines, Fortin, Jaroslava, Hlouskova, Leopold, Sögner
Định dạng: Sách
Ngôn ngữ:English
Nhà xuất bản: Springer 2023
Chủ đề:
Truy cập trực tuyến:https://link.springer.com/article/10.1007/s10663-023-09570-3
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7819
Từ khóa: Thêm từ khóa
Không có từ khóa, Hãy là người đầu tiên đánh dấu biểu ghi này!
id oai:localhost:PNK-7819
record_format dspace
spelling oai:localhost:PNK-78192023-04-12T04:28:36Z Financial and economic uncertainties and their effects on the economy Ines, Fortin Jaroslava, Hlouskova Leopold, Sögner euro area Financial and economic uncertainties CC BY We estimate new indices measuring financial and economic uncertainty in the euro area, Germany, France, the United Kingdom and Austria, following the approach of Jurado et al. (Am Econ Rev 105:1177–1216, 2015), which measures uncertainty by the degree of predictability. We perform an impulse response analysis in a vector error correction framework, where we focus on the impact of both local and global uncertainty shocks on industrial production, employment and the stock market. We find that global financial and economic uncertainties have significant negative effects on local industrial production, employment, and the stock market, while we find hardly any influence of local uncertainty on these variables. 2023-04-12T04:28:36Z 2023-04-12T04:28:36Z 2023 Book https://link.springer.com/article/10.1007/s10663-023-09570-3 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7819 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic euro area
Financial and economic uncertainties
spellingShingle euro area
Financial and economic uncertainties
Ines, Fortin
Jaroslava, Hlouskova
Leopold, Sögner
Financial and economic uncertainties and their effects on the economy
description CC BY
format Book
author Ines, Fortin
Jaroslava, Hlouskova
Leopold, Sögner
author_facet Ines, Fortin
Jaroslava, Hlouskova
Leopold, Sögner
author_sort Ines, Fortin
title Financial and economic uncertainties and their effects on the economy
title_short Financial and economic uncertainties and their effects on the economy
title_full Financial and economic uncertainties and their effects on the economy
title_fullStr Financial and economic uncertainties and their effects on the economy
title_full_unstemmed Financial and economic uncertainties and their effects on the economy
title_sort financial and economic uncertainties and their effects on the economy
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10663-023-09570-3
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7819
_version_ 1762999678677286912
score 8.887836