Time-varying ambiguity shocks and business cycles

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Note (General)：: This research was financially supported by International Joint Research Center of Advanced Economic Research of KIER and the Grants-in-Aid for Scienti...

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Summary, etc.：: This study investigates how ambiguity has driven output and inflation in the U.S. over the past 70 years. We adopt the recently developed techniques t...

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Material Type: 文書・図像類
Title: Time-varying ambiguity shocks and business cycles
Author/Editor: Asano, Takao
Cai, Xiaojing
Sakemoto, Ryuta
Author Heading: Asano, Takao
Cai, Xiaojing
Sakemoto, Ryuta
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2023-08
Publication Date (W3CDTF): 2023-08
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 1094
Volume: 1094
Pages: 1-30
Text Language Code: eng
Subject Heading: Ambiguity
Risk premiums
Uncertainty
TVP-VAR
E32
E44
NDC: 330
Target Audience: 一般
Note (General): This research was financially supported by International Joint Research Center of Advanced Economic Research of KIER and the Grants-in-Aid for Scientific Research
Format (IMT): application/pdf
Source: DP1094.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/284849/1/DP1094.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ