Angeliki Theophilopoulou
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024.
"The Distributional Effects of Oil Supply New Shocks,"
Working Papers
975, Queen Mary University of London, School of Economics and Finance.
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024. "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, vol. 240(C).
Cited by:
- Luca Eduardo Fierro & Mario Martinoli, 2024. "An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks," LEM Papers Series 2024/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki, 2022.
"A tail of labour supply and a tale of monetary policy,"
Bank of England working papers
989, Bank of England.
- Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou, 2023. "A tail of labor supply and a tale of monetary policy," Discussion Papers 2308, Centre for Macroeconomics (CFM).
Cited by:
- Paul Hubert & Frédérique Savignac, 2023.
"Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins,"
Working papers
913, Banque de France.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," SciencePo Working papers Main hal-04524715, HAL.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," Working Papers hal-04524715, HAL.
- Hubert, Paul & Savignac, Frederique, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," CEPR Discussion Papers 18130, C.E.P.R. Discussion Papers.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Research Technical Papers
3/RT/23, Central Bank of Ireland.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Sandra Gomes & Pascal Jacquinot, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Papers w202301, Banco de Portugal, Economics and Research Department.
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024.
"The Distributional Effects of Oil Supply New Shocks,"
Working Papers
975, Queen Mary University of London, School of Economics and Finance.
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024. "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, vol. 240(C).
- Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin Holm & Gisle Natvik, 2023.
"How Does Monetary Policy Affect Household Indebtedness?,"
Working Papers
05/2023, Centre for Household Finance and Macroeconomic Research (HOFIMAR), BI Norwegian Business School.
- Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin B. Holm & Gisle J. Natvik, 2021. "How does monetary policy affect household indebtedness?," Working Paper 2021/5, Norges Bank.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019.
"Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis,"
Working Papers
898, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020. "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 130(C).
Cited by:
- De Nora, Giorgia, 2023. "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, vol. 229(C).
- Bernd Hayo, 2023. "Does the ECB’s Monetary Policy Affect Personal Finances and Economic Inequality? A Household Perspective from Germany," MAGKS Papers on Economics 202023, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Sangyup Choi & Jeeyeon Phi, 2022.
"Impact of Uncertainty Shocks on Income and Wealth Inequality,"
Working papers
2022rwp-196, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Jeeyeon Phi, 2023. "Impact of Uncertainty Shocks on Income and Wealth Inequality," CAMA Working Papers 2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hayo, Bernd, 2021. "Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242331, Verein für Socialpolitik / German Economic Association.
- Makram El-Shagi & Steven Yamarik, 2024. "The Effect of Monetary Policy Shocks on Income Inequality across US states," CFDS Discussion Paper Series 2024/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Marlin Jason Fortuin & Gerhard Philip Maree Grebe & Patricia Lindelwa Makoni, 2022. "Wealth Inequality in South Africa—The Role of Government Policy," JRFM, MDPI, vol. 15(6), pages 1-11, May.
- Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Michele Cantarella & Andrea Neri & Maria Giovanna Ranalli, 2021.
"Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth,"
Papers
2101.01085, arXiv.org, revised Jan 2021.
- Michele Cantarella & Andrea Neri & Giovanna Ranalli, 2021. "Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth," Questioni di Economia e Finanza (Occasional Papers) 646, Bank of Italy, Economic Research and International Relations Area.
- Haroon Mumtaz & Katerina Petrova, 2023.
"Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 635-654, March.
- Haroon Mumtaz & Katerina Petrova, 2018. "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers 875, Queen Mary University of London, School of Economics and Finance.
- Gobbi, Lucio & D'Ippoliti, Carlo & Temperini, Jacopo, 2024. "The distributive impact of unconventional monetary policies – old and new," MPRA Paper 122934, University Library of Munich, Germany.
- Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
- Thomas Gries & Lukas Wiechers & Sebastian José Luna-Victoria, 2023. "Unconventional monetary policy and wealth inequality: evidence from the US," Economics Bulletin, AccessEcon, vol. 43(4), pages 1865-1874.
- Theophilopoulou, Angeliki, 2018.
"The impact of macroeconomic uncertainty on inequality: An empirical study for the UK,"
MPRA Paper
90448, University Library of Munich, Germany.
Cited by:
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019. "The regional transmission of uncertainty shocks on income inequality in the United States," Working Papers in Regional Science 2019/01, WU Vienna University of Economics and Business.
- Chikhale, Nisha, 2023. "The effects of uncertainty shocks: Implications of wealth inequality," European Economic Review, Elsevier, vol. 154(C).
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016.
"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017. "The impact of monetary policy on inequality in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 98(C), pages 410-423.
Cited by:
- Angeliki Theophilopoulou, 2022. "The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 859-884, June.
- Mehdi El Herradi & Aurélien Leroy, 2021. "Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History," Post-Print hal-03513433, HAL.
- Pavel Vikharev & Anna Novak & Andrei Shulgin, 2023. "Inequality and monetary policy: THRANK model," Bank of Russia Working Paper Series wps113, Bank of Russia.
- Laura Acevedo & Marc Hofstetter, 2024.
"Disinflations and Income Distribution,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 125-173, October.
- Laura Gómez-Acevedo & Marc Hofstetter, 2020. "Disinflations and income distribution," Documentos CEDE 18481, Universidad de los Andes, Facultad de Economía, CEDE.
- Hahm, Joon-Ho & Lee, Dong Jin & Park, Cyn-Young, 2022. "Domestic and External Monetary Policy Shocks and Economic Inequality in the Republic of Korea," ADB Economics Working Paper Series 654, Asian Development Bank.
- Yuki Tada & Kazuhiro Kurose, 2024. "The Pasinetti Index and the Rise of Inequality in the Age of Unconventional Monetary Policy in Japan," TERG Discussion Papers 488, Graduate School of Economics and Management, Tohoku University.
- Acharya, Sushant & CHALLE, Edouard & Dogra, Keshav, 2020.
"Optimal Monetary Policy According to HANK,"
CEPR Discussion Papers
14429, C.E.P.R. Discussion Papers.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," PSE-Ecole d'économie de Paris (Postprint) hal-04645687, HAL.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2020. "Optimal Monetary Policy According to HANK," Staff Reports 916, Federal Reserve Bank of New York.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2021. "Optimal Monetary Policy According to HANK," Staff Working Papers 21-55, Bank of Canada.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," Post-Print hal-04645687, HAL.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," American Economic Review, American Economic Association, vol. 113(7), pages 1741-1782, July.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017.
"Effects of Monetary Policy Shocks on Inequality in Japan,"
Bank of Japan Working Paper Series
17-E-3, Bank of Japan.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017. "The effects of monetary policy shocks on inequality in Japan," BIS Working Papers 642, Bank for International Settlements.
- Albert, Juan-Francisco & Peñalver, Antonio & Perez-Bernabeu, Alberto, 2020. "The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 88-106.
- Yousef Makhlouf & Neil M. Kellard & Dmitri V. Vinogradov, 2020. "Finance‐Inequality Nexus: The Long And The Short Of It," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1977-1994, October.
- Chong-Chuo Chang & Kuen-Shiou Yang, 2021. "Loose monetary policy and firm uncertainty," SN Business & Economics, Springer, vol. 1(3), pages 1-27, March.
- Mäki-Fränti, Petri & Silvo, Aino & Gulan, Adam & Kilponen, Juha, 2022. "Monetary policy and inequality: The Finnish case," Bank of Finland Research Discussion Papers 3/2022, Bank of Finland.
- Eunseong Ma, 2022.
"Monetary Policy and Inequality: How Does One Affect the Other?,"
Working papers
2022rwp-203, Yonsei University, Yonsei Economics Research Institute.
- Eunseong Ma, 2019. "Monetary Policy and Inequality: How Does One Affect the Other?," 2019 Meeting Papers 250, Society for Economic Dynamics.
- Eunseoung Ma, 2020. "Monetary Policy and Inequality: How Does One Affect the Other?," Departmental Working Papers 2020-02, Department of Economics, Louisiana State University.
- Eunseong Ma, 2023. "Monetary Policy And Inequality: How Does One Affect The Other?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 691-725, May.
- José Alves & Tomás Silva, 2021.
"An Empirical Assessment of Monetary Policy Channels in Income and Wealth Disparities,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 432-449, September.
- José Alves & Tomás Silva, 2020. "An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities," Working Papers REM 2020/0144, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2024. "The impact of monetary policy shocks on net worth and consumption across races in the United States," Economic Systems, Elsevier, vol. 48(1).
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
GRU Working Paper Series
GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019.
"The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests,"
Finance Research Letters, Elsevier, vol. 29(C), pages 315-322.
- Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
- Cantore, Cristiano & Meichtry, Pascal, 2024.
"Unwinding quantitative easing: State dependency and household heterogeneity,"
European Economic Review, Elsevier, vol. 170(C).
- Cantore, Cristiano & Meichtry, Pascal, 2023. "Unwinding quantitative easing: state dependency and household heterogeneity," Bank of England working papers 1030, Bank of England.
- Cristiano Cantore & Pascal Meichtry, 2024. "Unwinding Quantitative Easing: State Dependency and Household Heterogeneity," Working papers 955, Banque de France.
- Le Wen & Krishna P. Paudel & Youhua Chen & Qinying He, 2021. "Urban segregation and consumption inequality: Does hukou conversion matter in China?," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2298-2322, November.
- Tavares Garcia, Francisco & Cross, Jamie L., 2024. "The impact of monetary policy on income inequality: Does inflation targeting matter?," Finance Research Letters, Elsevier, vol. 61(C).
- Sima Siami Namini, 2022. "Quantitative Easing Policy and Income Inequality in the U.S. Economy: Evidence from a FAVAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(4), pages 759-779, December.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Working Papers in Regional Science
2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org, revised Jul 2021.
- Israel, Karl-Friedrich & Sepp, Tim Florian & Sonnenberg, Nils, 2023. "The effects of unconventional monetary policy on stock markets and household incomes in Japan," Working Papers 177, University of Leipzig, Faculty of Economics and Management Science.
- Nalban, Valeriu, 2018. "Sectoral intermediate goods and redistributive effects of economic policies," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 292-307.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
CEPR Discussion Papers
14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Paul Hubert & Frédérique Savignac, 2023.
"Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins,"
Working papers
913, Banque de France.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," SciencePo Working papers Main hal-04524715, HAL.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," Working Papers hal-04524715, HAL.
- Hubert, Paul & Savignac, Frederique, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," CEPR Discussion Papers 18130, C.E.P.R. Discussion Papers.
- Mathias Klein & Roland Winkler, 2017.
"Austerity, Inequality, and Private Debt Overhang,"
Discussion Papers of DIW Berlin
1633, DIW Berlin, German Institute for Economic Research.
- Klein, Mathias & Winkler, Roland, 2019. "Austerity, inequality, and private debt overhang," European Journal of Political Economy, Elsevier, vol. 57(C), pages 89-106.
- Klein, Mathias & Winkler, Roland, 2017. "Austerity, Inequality, and Private Debt Overhang," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168076, Verein für Socialpolitik / German Economic Association.
- Jérôme Creel & Mehdi El Herradi, 2019.
"Shocking aspects of monetary policy on income inequality in the euro area,"
SciencePo Working papers Main
hal-03403233, HAL.
- Jérôme Creel & Mehdi El Herradi, 2019. "Shocking aspects of monetary policy on income inequality in the euro area," Documents de Travail de l'OFCE 2019-15, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Mehdi El Herradi, 2019. "Shocking aspects of monetary policy on income inequality in the euro area," Working Papers hal-03403233, HAL.
- Momo Komatsu, 2023. "The effect of wage rigidity on the transmission of monetary policy to inequality," Economics Series Working Papers 1004, University of Oxford, Department of Economics.
- Lenza, Michele & Slacalek, Jiri, 2018.
"How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area,"
Working Paper Series
2190, European Central Bank.
- Lenza, Michele & Slacalek, Jirka, 2021. "How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area," CEPR Discussion Papers 16079, C.E.P.R. Discussion Papers.
- Michele Lenza & Jiri Slacalek, 2024. "How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 746-765, August.
- Sangyup Choi & Jeeyeon Phi, 2022.
"Impact of Uncertainty Shocks on Income and Wealth Inequality,"
Working papers
2022rwp-196, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Jeeyeon Phi, 2023. "Impact of Uncertainty Shocks on Income and Wealth Inequality," CAMA Working Papers 2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020.
"Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 130(C).
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019. "Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis," Working Papers 898, Queen Mary University of London, School of Economics and Finance.
- Mehdi El Herradi & Aurélien Leroy, 2020.
"Monetary policy and the top one percent: Evidence from a century of modern economic history,"
AMSE Working Papers
2047, Aix-Marseille School of Economics, France.
- Mehdi El Herradi & Aurelien Leroy, 2022. "Monetary Policy and the Top One Percent: Evidence from a Century of Modern Economic History," Working Papers hal-03897335, HAL.
- Mehdi El Herradi & Aurelien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers 519, ECINEQ, Society for the Study of Economic Inequality.
- Mehdi El Herradi & Aurélien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers halshs-03080162, HAL.
- Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020.
"Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(3), pages 747-762, February.
- Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018. "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers 201821, University of Pretoria, Department of Economics.
- Brausewetter, Lars & Ludolph, Melina & Tonzer, Lena, 2023. "Distributional income effects of banking regulation in Europe," IWH Discussion Papers 24/2023, Halle Institute for Economic Research (IWH).
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2021.
"The role of ECB communication in guiding markets,"
Public Choice, Springer, vol. 186(3), pages 351-383, March.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2019. "The Role of ECB Communication in Guiding Markets," KOF Working papers 19-464, KOF Swiss Economic Institute, ETH Zurich.
- Marc Anderes & Alexander Rathke & Sina Streicher & Filip Jan-Egbert Sturm, 2019. "The Role of ECB Communication in Guiding Markets," KOF Working papers 19-446, KOF Swiss Economic Institute, ETH Zurich.
- Chatzivgeri, Eleni & Mumtaz, Haroon & Tavasci, Daniela & Ventimiglia, Luigi, 2019.
"Common and country specific factors in the distribution of real wages,"
Economics Letters, Elsevier, vol. 184(C).
- Eleni Chatzivgeri & Haroon Mumtaz & Daniela Tavasci & Luigi Ventimiglia, 2018. "Common and country specific factors in the distribution of real wages," Working Papers 863, Queen Mary University of London, School of Economics and Finance.
- Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Sayoko Shimizu, 2018.
"The Impact of Monetary and Tax Policy on Income Inequality in Japan,"
Working Papers
id:12820, eSocialSciences.
- Farhad Taghizadeh‐Hesary & Naoyuki Yoshino & Sayoko Shimizu, 2020. "The impact of monetary and tax policy on income inequality in Japan," The World Economy, Wiley Blackwell, vol. 43(10), pages 2600-2621, October.
- Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Shimizu, Sayoko, 2018. "The Impact of Monetary and Tax Policy on Income Inequality in Japan," ADBI Working Papers 837, Asian Development Bank Institute.
- Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920, September.
- Martin Geiger & Eric Mayer & Johann Scharler, 2020.
"Inequality and the business cycle: evidence from U.S. survey data,"
Applied Economics, Taylor & Francis Journals, vol. 52(31), pages 3418-3435, June.
- Martin Geiger & Eric Mayer & Johann Scharler, 2019. "Inequality and the Business Cycle: Evidence from U.S. survey data," Working Papers 2019-01, Faculty of Economics and Statistics, Universität Innsbruck.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022.
"The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
- Makram El-Shagi & Steven Yamarik, 2024. "The Effect of Monetary Policy Shocks on Income Inequality across US states," CFDS Discussion Paper Series 2024/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2022.
"Inequality-Constrained Monetary Policy in a Financialized Economy,"
MPRA Paper
115741, University Library of Munich, Germany.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 2023/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," LEM Papers Series 2023/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2023. "Inequality-constrained monetary policy in a financialized economy," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 366-385.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021.
"Intergenerational redistributive effects of monetary policy,"
KAE Working Papers
2021-064, Warsaw School of Economics, Collegium of Economic Analysis.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2022. "Intergenerational Redistributive Effects of Monetary Policy [Price-Level Changes and the Redistribution of Nominal Wealth Across the Euro Area]," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 549-580.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021. "Intergenerational redistributive effects of monetary policy," Working Papers 2021-03, Faculty of Economic Sciences, University of Warsaw.
- Capazario, Michele, 2022. "Developing an Income-Distribution- Sensitive Taylor Rule: An Application to South Africa," MPRA Paper 112740, University Library of Munich, Germany.
- Amberg, Niklas & Jansson, Thomas & Klein, Mathias & Rogantini Picco, Anna, 2021.
"Five Facts about the Distributional Income Effects of Monetary Policy,"
Working Paper Series
403, Sveriges Riksbank (Central Bank of Sweden).
- Niklas Amberg & Thomas Jansson & Mathias Klein & Anna Rogantini Picco, 2021. "Five Facts about the Distributional Income Effects of Monetary Policy," CESifo Working Paper Series 9062, CESifo.
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"A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households,"
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- Goodness C. Aye & Laurence Harris & Junior T. Chiweza, 2020. "Monetary policy and wealth inequality in South Africa: Evidence from tax administrative data," WIDER Working Paper Series wp-2020-174, World Institute for Development Economic Research (UNU-WIDER).
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018. "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers 201880, University of Pretoria, Department of Economics.
- Karl-Friedrich Israel & Tim Florian Sepp & Nils Sonnenberg, 2023. "The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan," Post-Print halshs-04024219, HAL.
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"Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom,"
Working Papers
202084, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 771-788, June.
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- Johnson Worlanyo Ahiadorme, 2022.
"Monetary policy transmission and income inequality in Sub-Saharan Africa,"
Economic Change and Restructuring, Springer, vol. 55(3), pages 1555-1585, August.
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- Theophilopoulou, Angeliki, 2018. "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper 90448, University Library of Munich, Germany.
- Dr. Ameenullah Aman & Dr. Usman Ahmad & Sumera Muhammad Saleem, 2021. "Investigating the Link Between Macroeconomic Factors and Income Inequality of Asian Countries," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 376-387, December.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2022. "Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2146-2152, April.
- Can Sever & Emekcan Yucel, 2021. "Electoral Cycles in Inequality Abstract:," Working Papers 2021/01, Bogazici University, Department of Economics.
- Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016.
"The State Level Impact of Uncertainty Shocks,"
Working Papers
793, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018. "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
Cited by:
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017.
"Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty,"
Working Papers
201766, University of Pretoria, Department of Economics.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022.
"State-level economic policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022. "State-Level Economic Policy Uncertainty," IZA Discussion Papers 15156, Institute of Labor Economics (IZA).
- Scott R. Baker & Steven J. Davis & Jeffrey A. Levy, 2022. "State-Level Economic Policy Uncertainty," NBER Working Papers 29714, National Bureau of Economic Research, Inc.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016.
"The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model,"
Working Papers
201681, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019. "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
- Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022.
"Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?,"
Energy Economics, Elsevier, vol. 114(C).
- Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022. "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers 202205, University of Pretoria, Department of Economics.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021.
"The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data,"
Working Papers
202131, University of Pretoria, Department of Economics.
- Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022. "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022.
"Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks,"
Working Papers
202208, University of Pretoria, Department of Economics.
- Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
- Ambrocio, Gene, 2022.
"Inflationary household uncertainty shocks,"
Bank of Finland Research Discussion Papers
5/2022, Bank of Finland.
- Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
- Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
- Christian Pierdzioch & Rangan Gupta, 2017.
"Uncertainty and Forecasts of U.S. Recessions,"
Working Papers
201732, University of Pretoria, Department of Economics.
- Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
- Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022.
"Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models,"
Working Papers
202252, University of Pretoria, Department of Economics.
- Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
- Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024.
"Climate risks and forecastability of the weekly state‐level economic conditions of the United States,"
International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 154-162, March.
- Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
- Azzouzi, asmae & Bousselhamia, Ahmed, 2021. "Impact des chocs d'incertitude liés au Covid-19 sur l’économie marocaine [Impact of uncertainty shocks related to the Covid-19 on the Moroccan economy]," MPRA Paper 110398, University Library of Munich, Germany.
- Christina Christou & Rangan Gupta & Christis Hassapis, 2016.
"Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach,"
Working Papers
201637, University of Pretoria, Department of Economics.
- Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017. "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
- Céline Poilly & Fabien Tripier, 2023.
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AMSE Working Papers
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"Non-linear effects of government spending shocks in the US. Evidence from state-level data,"
Working Papers
841, Queen Mary University of London, School of Economics and Finance.
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"Monetary Policy and Inequality in the UK,"
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"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
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783, Queen Mary University of London, School of Economics and Finance.
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"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
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"The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach,"
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707, Queen Mary University of London, School of Economics and Finance.
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"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
8426, CESifo.
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- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," "Marco Fanno" Working Papers 0255, Dipartimento di Scienze Economiche "Marco Fanno".
- Anna Matzner & Birgit Meyer & Harald Oberhofer, 2023.
"Trade in Times of Uncertainty,"
CESifo Working Paper Series
10284, CESifo.
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"Effects of US Quantitative Easing on Emerging Market Economies,"
ADBI Working Papers
803, Asian Development Bank Institute.
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- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," CAMA Working Papers 2015-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Yield Curve and Financial Uncertainty: Evidence Based on US Data,"
CESifo Working Paper Series
7697, CESifo.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," "Marco Fanno" Working Papers 0234, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo, 2019. "Yield curve and financial uncertainty: Evidence based on US data," CAMA Working Papers 2019-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017.
"Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty,"
Working Papers
201766, University of Pretoria, Department of Economics.
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"Measuring Economic Uncertainty and Its Effects,"
The Economic Record, The Economic Society of Australia, vol. 93(303), pages 550-575, December.
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"The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model,"
Working Papers
201681, University of Pretoria, Department of Economics.
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- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021.
"Uncertainty And Monetary Policy During The Great Recession,"
"Marco Fanno" Working Papers
0270, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 577-606, May.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series 8985, CESifo.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers 2021-05, Department of Economics and Business Economics, Aarhus University.
- Ma, Xiaohan & Samaniego, Roberto, 2019. "Deconstructing uncertainty," European Economic Review, Elsevier, vol. 119(C), pages 22-41.
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"Uncertainty Shocks and the Relative Price of Investment Goods,"
Discussion papers
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"Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 178-191.
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- Efrem Castelnuovo, 2019.
"Domestic and global uncertainty: A survey and some new results,"
CAMA Working Papers
2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," Melbourne Institute Working Paper Series wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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"Implications of Macroeconomic Volatility in the Euro Area,"
Department of Economics Working Paper Series
6246, WU Vienna University of Economics and Business.
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"Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 243-248.
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"Uncertainty-driven Business Cycles: Assessing the Markup Channel,"
CESifo Working Paper Series
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"Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model,"
Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
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"Qualitative versus quantitative external information for proxy vector autoregressive analysis,"
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- Bachmann, Rildiger & Born, Benjamin & Elstner, Steffen & Grimme, Christian, 2019. "Time-varying business volatility and the price setting of firms," Munich Reprints in Economics 78278, University of Munich, Department of Economics.
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"Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis,"
Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
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"Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States,"
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- Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
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"Measuring Uncertainty and Its Impact on the Economy,"
BAFFI CAREFIN Working Papers
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- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016. "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series) 1622, Federal Reserve Bank of Cleveland.
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"Inflationary household uncertainty shocks,"
Bank of Finland Research Discussion Papers
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- Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
- Joshy Easaw & Christian Grimme, 2021. "The Impact of Aggregate Uncertainty on Firm-Level Uncertainty," CESifo Working Paper Series 8934, CESifo.
- Martin Bruns & Helmut Luetkepohl, 2020.
"An Alternative Bootstrap for Proxy Vector Autoregressions,"
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2020-06, School of Economics, University of East Anglia, Norwich, UK..
- Martin Bruns & Helmut Lütkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1913, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Lütkepohl, 2023. "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Alessandri, Piergiorgio & Mumtaz, Haroon, 2019.
"Financial regimes and uncertainty shocks,"
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- Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Regimes and Uncertainty Shocks," Working Papers 729, Queen Mary University of London, School of Economics and Finance.
- Christian Pierdzioch & Rangan Gupta, 2017.
"Uncertainty and Forecasts of U.S. Recessions,"
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- Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
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"Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?,"
International Economics and Economic Policy, Springer, vol. 15(3), pages 683-703, July.
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- Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
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- Angelini, Giovanni & Fanelli, Luca, 2018.
"Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments,"
MPRA Paper
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- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014.
"Uncertainty and Monetary Policy in Good and Bad Times,"
"Marco Fanno" Working Papers
0188, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series 6630, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers rdp2017-06, Reserve Bank of Australia.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," Melbourne Institute Working Paper Series wp2017n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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- Reif Magnus, 2021.
"Macroeconomic uncertainty and forecasting macroeconomic aggregates,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
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- Daniele Valenti, 2022. "Modelling the Global Price of Oil:Is there any Role for the Oil Futures-spot Spread?," The Energy Journal, , vol. 43(2), pages 41-66, March.
- Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Christina Christou & Rangan Gupta & Christis Hassapis, 2016.
"Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach,"
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- Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017. "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
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"Identifying Uncertainty Shocks Using the Price of Gold,"
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"Proxy VAR Models in a Data-Rich Environment,"
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"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
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- Giovanni Pellegrino, 2017. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Melbourne Institute Working Paper Series wp2017n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Pellegrino, 2015. "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers 0184, Dipartimento di Scienze Economiche "Marco Fanno".
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- Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland.
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019. "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 1-38, March.
- Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016.
"Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models,"
Working Papers
201674, University of Pretoria, Department of Economics.
- Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018. "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
- Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
- Alhussaini, Abdullah & Parhi, Mamata, 2022. "How do economies adjust speed at uncertain times?," Research in International Business and Finance, Elsevier, vol. 63(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Minchul Shin & Molin Zhong, 2020.
"A New Approach to Identifying the Real Effects of Uncertainty Shocks,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 367-379, April.
- Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).
- Mathias Krogh & Giovanni Pellegrino, "undated". "Real Activity and Uncertainty Shocks: The Long and the Short of It," "Marco Fanno" Working Papers 0310, Dipartimento di Scienze Economiche "Marco Fanno".
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
- Thomai Filippeli & Konstantinos Theodoridis, 2015.
"DSGE priors for BVAR models,"
Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
- Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
- Nonejad, Nima, 2021. "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, vol. 104(C).
- Karel Mertens & Morten O. Ravn, 2018. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers 1805, Federal Reserve Bank of Dallas.
- Karin Klieber, 2023. "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers 2309.04821, arXiv.org.
- Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Olli Palm'en, 2022. "Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach," Papers 2202.10834, arXiv.org.
- Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
- Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
- Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
- Kim, Wongi, 2019. "Government spending policy uncertainty and economic activity: US time series evidence," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Ricardo J. Caballero & Gunes Kamber, 2019.
"On the Global Impact of Risk-off Shocks and Policy-put Frameworks,"
NBER Working Papers
26031, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Güneş Kamber, 2019. "On the global Impact of risk-off shocks and policy-put frameworks," BIS Working Papers 772, Bank for International Settlements.
- Yoshito Funashima, 2024. "How does economic policy uncertainty respond to permanent and transitory shocks?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(1), pages 267-282, January.
- Nonejad, Nima, 2021. "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
- Mikkel Plagborg‐Møller & Christian K. Wolf, 2021.
"Local Projections and VARs Estimate the Same Impulse Responses,"
Econometrica, Econometric Society, vol. 89(2), pages 955-980, March.
- Mikkel Plagborg-Møller & Christian K. Wolf, 2020. "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers 2020-16, Princeton University. Economics Department..
- Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
- G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
- Jamal Bouoiyour & Refk Selmi, 2019. "The Qatar-Gulf Crisis and Risk Management in Oil and Gas Markets," Working Papers hal-02101633, HAL.
- Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
- Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh, 2020. "Common and country-specific uncertainty fluctuations in oil-producing countries : Measures, macroeconomic effects and policy challenges," Post-Print hal-02929898, HAL.
- Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023. "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, vol. 126(C).
- Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2011.
"International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy,"
Bank of England working papers
425, Bank of England.
Cited by:
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020.
"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," NBER Working Papers 27746, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," CEPR Discussion Papers 15242, C.E.P.R. Discussion Papers.
- Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016. "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers 622, Bank of England.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020.
"The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
- Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011.
"The world is not enough! Small open economies and regional dependence,"
Working Paper
2011/16, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011. "The world is not enough! Small open economies and regional dependence," Working Papers No 3/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2016. "The World Is Not Enough! Small Open Economies and Regional Dependence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(1), pages 168-195, January.
- Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018.
"The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through,"
NBER Working Papers
24773, National Bureau of Economic Research, Inc.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The shocks matter: Improving our estimates of exchange rate pass-through," Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Pappa, Evi & Molteni, Francesco, 2017.
"The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach,"
CEPR Discussion Papers
12541, C.E.P.R. Discussion Papers.
- MOLTENI, Francesco, PAPPA, Evi, 2017. "The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach," Economics Working Papers MWP 2017/13, European University Institute.
- Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni, 2019. "Consistent estimation of time-varying loadings in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 208(2), pages 535-562.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"Classical time-varying FAVAR models - Estimation, forecasting and structural analysis,"
CEPR Discussion Papers
8321, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
- Eickmeier, Sandra, 2009.
"Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR,"
Discussion Paper Series 1: Economic Studies
2009,35, Deutsche Bundesbank.
- Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Moses K. Tule & Taiwo Ajilore & Augustine Ujunwa, 2019. "Monetary Policy Contagion in the West African Monetary Zone," Foreign Trade Review, , vol. 54(4), pages 375-398, November.
- Muhammad Khan, 2013. "Inflation and Sectoral Output Growth Variability in Bulgaria," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 55(4), pages 687-704, December.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR,"
CEPR Discussion Papers
8341, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
- Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015. "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers 2015-61, Department of Economics and Business Economics, Aarhus University.
- Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
- Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
- Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
- MÄ‚RGÄ‚RITA Ilinca Andrada & CAZACU Mihai, 2024. "Regional And Local Macroeconomic Policies From The Perspective Of The Development Of Emerging States," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(2), pages 22-28, June.
- Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
- Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2015. "Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 493-533, June.
- Nickel, Christiane & Rother, Philipp & Theophilopoulou, Angeliki, 2008.
"Population ageing and public pension reforms in a small open economy,"
Working Paper Series
863, European Central Bank.
Cited by:
- Masakazu Someya & Keiichiro Oizumi & Kazuhiko Oyamada & Ken Itakura, 2012.
"Population Aging in the Interdependent Global Economy: A Computational Approach with a Prototype Overlapping Generations Model of Global Trade,"
EcoMod2012
3925, EcoMod.
- Oyamada, Kazuhiko & Someya, Masakazu & Itakura, Ken, 2012. "Population Aging in the Interdependent Global Economy: A Computational Approach with a Prototype Overlapping Generations Model of Global Trade," Conference papers 332174, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Kinnunen, Helvi, 2008. "Government funds and demographic transition: alleviating ageing costs in a small open economy," Bank of Finland Research Discussion Papers 21/2008, Bank of Finland.
- Fernando Arias-Rodríguez & Julián A. Parra-Polanía, 2021. "Pensiones y reforma pensional: efectos macroeconómicos del envejecimiento en Colombia," Borradores de Economia 1173, Banco de la Republica de Colombia.
- Andreas Bachmann & Kaspar W thrich, 2013.
"Evaluating pay-as-you-go social security systems,"
Diskussionsschriften
dp1310, Universitaet Bern, Departement Volkswirtschaft.
- Andreas Bachmann & Kaspar W thrich, 2015. "Evaluating pay-as-you-go social security systems," Diskussionsschriften dp1507, Universitaet Bern, Departement Volkswirtschaft.
- Daniel Baksa & Zsuzsa Munkacsi, 2016. "A Detailed Description of OGRE, the OLG Model," Bank of Lithuania Working Paper Series 31, Bank of Lithuania.
- Masakazu Someya & Keiichiro Oizumi & Kazuhiko Oyamada & Ken Itakura, 2012.
"Population Aging in the Interdependent Global Economy: A Computational Approach with a Prototype Overlapping Generations Model of Global Trade,"
EcoMod2012
3925, EcoMod.
Articles
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024.
"The distributional effects of oil supply news shocks,"
Economics Letters, Elsevier, vol. 240(C).
See citations under working paper version above.
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024. "The Distributional Effects of Oil Supply New Shocks," Working Papers 975, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024.
"The distributional effects of climate change. An empirical analysis,"
European Economic Review, Elsevier, vol. 169(C).
Cited by:
- Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken & Jan Jacobs, 2024.
"Fiscal Impacts of Climate Anomalies,"
CESifo Working Paper Series
11548, CESifo.
- Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken, 2024. "Fiscal Impacts of Climate Anomalies," CAMA Working Papers 2024-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken & Jan Jacobs, 2024.
"Fiscal Impacts of Climate Anomalies,"
CESifo Working Paper Series
11548, CESifo.
- Angeliki Theophilopoulou, 2022.
"The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 859-884, June.
Cited by:
- Elder, John & Payne, James E., 2024. "Oil price uncertainty shocks and the gender gap in U.S. unemployment," Energy Economics, Elsevier, vol. 131(C).
- Elder, John & Payne, James E., 2023. "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, vol. 119(C).
- Obiakor, Rowland & Akpa, Emeka & Okwu, Andy, 2022. "Economic Size, Uncertainty, and Income Inequality in Nigeria," MPRA Paper 113637, University Library of Munich, Germany.
- Lucia Errico & Andrea Mosca & Sandro Rondinella & Carmela Ciccarelli, 2024. "The Role Of Natural Hazard On Income Inequality," Working Papers 202402, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Florian Huber & Massimiliano Marcellino & Tommaso Tornese, 2024. "The Distributional Effects of Economic Uncertainty," Papers 2411.12655, arXiv.org.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020.
"Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 130(C).
See citations under working paper version above.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019. "Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis," Working Papers 898, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018.
"The State‐Level Impact of Uncertainty Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
See citations under working paper version above.
- Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017.
"The impact of monetary policy on inequality in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 98(C), pages 410-423.
See citations under working paper version above.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016. "The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis," Working Papers 783, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2015.
"Macroeconomic information, structural change, and the prediction of fiscal aggregates,"
International Journal of Forecasting, Elsevier, vol. 31(2), pages 325-348.
Cited by:
- Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
- Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015.
"The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1223-1238, September.
See citations under working paper version above.
- Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013. "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers 707, Queen Mary University of London, School of Economics and Finance.
- Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2014.
"The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR,"
Journal of International Money and Finance, Elsevier, vol. 46(C), pages 1-15.
Cited by:
- Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
- Christiane Baumeister & James D. Hamilton, 2020.
"Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,"
NBER Working Papers
26606, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Baumeister, Christiane & Hamilton, James, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," CEPR Discussion Papers 14271, C.E.P.R. Discussion Papers.
- Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023.
"Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach,"
Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
- Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017. "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper 102602, University Library of Munich, Germany.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
CEPR Discussion Papers
14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Potjagailo, Galina, 2017. "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 127-147.
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2021.
"Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake,"
Working Papers
2111, Waseda University, Faculty of Political Science and Economics.
- Evgenidis, Anastasios & Hamano, Masashige & Vermeulen, Wessel N., 2021. "Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake," Energy Economics, Elsevier, vol. 104(C).
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2020. "Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake," Working Papers e152, Tokyo Center for Economic Research.
- Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
- Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021.
"International Inflation Spillovers: The Role of Different Shocks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 191-230, March.
- Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2017. "International inflation spillovers - the role of different shocks," Working Papers 2017-07, Swiss National Bank.
- William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
- Takeshi Yagihashi & David D. Selover, 2017. "How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach," The World Economy, Wiley Blackwell, vol. 40(10), pages 2097-2124, October.
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2019.
"Commodity prices and fiscal policy design: Procyclical despite a rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 161-180, March.
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2015. "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers No 5/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Leif Anders Thorsrud, 2016. "Commodity prices and fiscal policy design: Procyclical despite a rule," CAMA Working Papers 2016-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wei Sun & Kuhelika De, 2019. "Real Exchange Rate, Monetary Policy, And The U.S. Economy: Evidence From A Favar Model," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 552-568, January.
- Zeyyad Mandalinci & Haroon Mumtaz, 2015.
"Global Economic Divergence and Portfolio Capital Flows to Emerging Markets,"
Working Papers
757, Queen Mary University of London, School of Economics and Finance.
- Zeyyad Mandalinci & Haroon Mumtaz, 2019. "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1713-1730, September.
- Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
- Zubarev, A. & Rybak, K., 2022. "The impact of global shocks on the Russian economy: FAVAR approach," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 48-68.
- Roberta Adami & Orla Gough & Angeliki Theophilopoulou, 2013.
"The effect of labour earnings on post retirement income,"
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Cited by:
- Anna Jędrzychowska & Ilona Kwiecień & Ewa Poprawska, 2020. "The Motherhood Pension Gap in a Defined Contribution Pension Scheme—the Case of Poland," Sustainability, MDPI, vol. 12(11), pages 1-18, May.
- M. Mavrikiou, Petroula & Angelovsk, Julijana, 2020. "Factors Determining Gender Pension Gap In Europe: A Cross National Study," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 11(2), pages 151-160.