The Impact of Uncertainty Shocks in Emerging Economies

By Yan Carrière-Swallow, Luis Felipe Céspedes. 2013

472 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/eefda4a74b713597edb3ece5e4ec8129c67b140c

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In Economics and Econometrics

Citations in the corpus

Trade and Uncertainty (2014, background): “3While Bloom (2009) considers US domestic data, Carrière-Swallow and Céspedes (2013) consider domestic data on investment and consumption across forty countries and their response to uncertainty shocks.”
Economic uncertainty and bank risk: Evidence from emerging economies (2020, unknown): “15 Numerous works have addressed the economic relevance of the uncertainty on output gowth, inflation and exchange rate (e.g., Cukierman and Meltzer (1986), Grier and Perry (2000), Fountas and Karanasos (2007), Caporale et al. (2015) and many others).”
Global spillover effects of US uncertainty (2017, unknown): “[14] Carriere-Swallow, and Luis Felipe Cespedes (2013), The Impact of Uncertainty Shocks in Emerging Economies, Journal of International Economics, 90, 316-325.”
Global House Price Fluctuations: Synchronization and Determinants (2012, unknown): “Uncertainty shocks account for about one-third of business cycle variation in advanced economies and up to half of cyclical volatility in emerging market countries, implying that these shocks play a sizable role in driving the dynamics of recessions and expansions (Bloom and others, 2012; Baker and ”
Economic Policy Uncertainty Spillovers in Booms and Busts (2019, unknown): “We check if our estimated US EPU shocks are correlated with other macroeconomic shocks proposed by the literature (for a similar exercise, Carriero et al., 2018a). Following Ramey (2016), we focus on monetary, fiscal, and technology shocks.”
Textual analysis in finance (2019, background): “Some authors uses quantitative variables as a proxy for uncertainty (Carrière-Swallow and Céspedes, 2013; Segal, Shaliastovich, and Yaron, 2015) or events that cause uncertainty shocks (Liu, Shu, and Wei, 2017).”
Economic policy uncertainty and firm investment: evidence from the U.S. market (2019, background): “…E22; E66; G32 I. Introduction Many studies have examined the impact of economic policy uncertainty (EPU, hereafter) on economic performance, the business cycle, or firm capital investment (e.g. Bo and Lensin 2005; Bloom 2009; Carriere-Swallow and Cespedes 2013; Gourio, Siemer, and Verdelhan 2013).”
The pandemic and economic policy uncertainty (2020, background): “Further, Carrière-Swallow and Céspedes (2013) demonstrate that emerging markets witness more severe effects from EPU.”