Political uncertainty in a data-rich environment
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More about this item
Keywords
policy uncertainty; FAVAR; factor analysis; principal component analysis; impulse response analysis; small-sample bias;All these keywords.
JEL classification:
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- H41 - Public Economics - - Publicly Provided Goods - - - Public Goods
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-POL-2012-03-21 (Positive Political Economics)
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