Open AccessA New Approach to Identifying the Real Effects of Uncertainty Shocks
Author(s) -
Minchul Shin,
Molin Zhong
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.040
Subject(s) - econometrics , vector autoregression , economics , autoregressive model , volatility (finance) , bayesian vector autoregression , stochastic volatility , autoregressive conditional heteroskedasticity , industrial production , financial market , business cycle , macroeconomics , mathematics , finance , bayesian probability , statistics