Common and country specific economic uncertainty

By Haroon Mumtaz, Konstantinos Theodoridis. 2017

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/07116d58edcda5c8947483cd7a333847ebd3f2fd

Citations in the corpus

• Macroeconomic Uncertainty Through the Lens of Professional Forecasters (2019, unknown): “On the macroeconomic side, Mumtaz and Theodoridis (2017) estimated a dynamic factor model with SV with a panel of OECD countries to decompose the time-varying volatilities of macro and financial variables to global, country-specific, and variable-specific uncertainties.”