The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model
By P. Jones, Eric Olson. 2013
201 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8d230bd92283bbcd56bd1e50f2083805a28a9c9a
How researchers see this paper
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In Economics and Econometrics
- Rangan Gupta
- George Filis
- Nikolaos Antonakakis
- Ioannis Chatziantoniou
- M. Balcılar
- Stavros Degiannakis *
- B. Algharabali
- S. Althaqeb
Citations in the corpus
- US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2017, unknown): “…and McAleer’s (2015) review only covers the papers published in one journal, similar important contributions have also appeared in other journals, including Karnizova and Li (2014), Antonakakis et al.. (2013), Jones and Olson (2013), Colombo (2013), Klößner and Sekkel (2014), and Li et al.. (2015).”
- Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty (2013, background): “Authors mainly focus their attention on the examination of the effects of policy uncertainty on macroeconomic variables, such as growth, inflation and investment (see, Bloom, 2009; Baum et al., 2010; Bachmann et al., 2010; Jones and Olson, 2013, among others).”
- The pandemic and economic policy uncertainty (2020, background): “The association between EPU and both production and inflation is harmful to both variables (Jones & Olson, 2013).”
- How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “…studies investigating effects on macroeconomic factors includes, impact of EPU on economic development (Scheffel, 2016), inflation and output (Jones and Olson, 2013), unemployment rate (Caggiano et al., 2017), exchange rate forecasting (Beckmann and Czudaj, 2017), and real housing yields…”
- The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2017, background): “Only until lately Bloom (2009), Colombo (2013) and Jones and Olson (2013) emphasized the role of economic policy uncertainty on real activity, which in turn affects oil-price fluctuations.”