Uncertainty Shocks as Second-Moment News Shocks
收藏NBER2017-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23796
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资源简介：
We provide evidence on the relationship between aggregate uncertainty and the macroeconomy. Identifying uncertainty shocks using methods from the news shocks literature, the analysis finds that innovations in realized stock market volatility are robustly followed by contractions, while shocks to
提供机构：
美国国家经济研究局
创建时间：
2017-09-01
