References
- Arellano, C., Y. Bai, and P. Kehoe. 2010. “Financial Markets and Fluctuations in Volatility.” Federal Reserve Bank of Minneapolis Working Paper.
- Bachmann, R., S. Elstner, and E. R. Sims. 2013. “Uncertainty and Economic Activity: Evidence from Business Survey Data.” American Economic Journal: Macroeconomics 5: 217–249.
- Baum, C. F., M. Caglaynan, and O. Talavera. 2010. “On the Sensitivity of Firms’ Investment to Cash Flow and Uncertainty.” Oxford Economic Papers 62: 286–306.
- Bekaert, G., M. Hoerova, and M. L. Duca. 2013. “Risk, Uncertainty and Monetary Policy.” Journal of Monetary Economics 60: 771–788.
- Berger, T., S. Grabert, and B. Kempa. 2017. “Global Macroeconomic Uncertainty.” Journal of Macroeconomics 53: 42–56.
- Bloom, N. 2009. “The Impact of Uncertainty Shocks.” Econometrica 77: 623–685.
- Bloom, N., S. Bond, and J. Van Reenen. 2007. “Uncertainty and Investment Dynamics.” Review of Economic Studies 74: 391–415.
- Bredin, D., and S. Fountas. 2009. “Macroeconomic Uncertainty and Performance in the European Union.” Journal of International Money and Finance 28: 972–986.
- Carrière-Swallow, Y., and L. F. Céspedes. 2013. “The Impact of Uncertainty Shocks in Emerging Economies.” Journal of International Economics 90: 316–325.
- Charemza, W., C. Díaz, and S. Makarova. 2015. “Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach.” University of Leicester Working Paper No. 15/07.
- Christiano, L. J., M. Eichenbaum, and C. L. Evans. 2005. “Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy.” Journal of Political Economy 113: 1–45.
- Delrio, S. 2016. “Estimating the Effects of Global Uncertainty in Open Economies.” Working paper, available at SSRN 2832727.
- Favero, C. 2009. “Uncertainty and the Tale of Two Depressions: Let Eichengreen and O’Rourke Meet Bloom.” VoxEU, 2009.
- Gilchrist, S., J. W. Sim, and E. Zakrajsek. 2010. “Uncertainty, Financial Frictions, and Investment Dynamics.” Society for Economic Dynamics 2010 Meeting Paper 1285, Montreal, Canada.
- Grossman, V., A. Mack, and E. Martinez-Garcia. 2014. “Database of Global Economic Indicators (DGEI): A Methodological Note.” Globalization and Monetary Policy Institute Working Paper 166, Federal Reserve Bank of Dallas.
- Jurado, K., S. C. Ludvigson, and S. Ng. 2015. “Measuring Uncertainty.” American Economic Review 105: 1177–1216.
- Leahy, J. V., and T. M. Whited. 1996. “The Effect of Uncertainty on Investment: Some Stylized Facts.” Journal of Money, Credit and Banking 28: 64–83.
- Leduc, S., and Z. Liu. 2015. “Uncertainty Shocks are Aggregate Demand Shocks.” Federal Reserve Bank of San Francisco, Working Paper 2012-10.
- Mumtaz, H., and K. Theodoridis. 2014. “The International Transmission of Volatility Shocks: An Empirical Analysis.” Journal of the European Economic Association 13: 512–533.
- Mumtaz, H., and K. Theodoridis. 2017. “Common and Country Specific Economic Uncertainty.” Journal of International Economics 105: 205–216.
- Obstfeld, M., J. C. Shambaugh, and A. M. Taylor. 2009. “Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008.” American Economic Review 99: 480–486.
- Ozturk, E. O., and X. S. Sheng. 2016. “Measuring global and country-specific uncertainty.” Working paper. http://www.pramu.ac.uk/wp-content/uploads/2016/04/Ozturk-and-Sheng_Measuring-global-uncertainty.pdf
- Rossi, B., and T. Sekhposyan. 2015. “Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions.” American Economic Review 105: 650–655.
- Shaghil, A., and A. Zlate. 2014. “Capital Flows to Emerging Market Economies: A Brave New World?.” Journal of International Money and Finance 48: 221–248.
- Sims, C. A. 1980. “Macroeconomics and Reality.” Econometrica 48 (1): 1–48.