Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (AEJ:MA forthcoming)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Sydney Ludvigson, Sai Ma, Serena Ng Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? AEJ:MA forthcoming - - E44, G11, G12, E21 Uncertainty, Volatility, Economic fluctuations, Business cycles

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
2 - available online elsewhere than on journal website 2 - available online elsewhere than on journal website 2 - available online elsewhere than on journal website Impulse Response Function (IRF), Vector autoregression (VAR) - http://doi.org/10.3886/E110803V1, 1960:07-2015:0, Center for Research in Security Prices (CRSP) - MATLAB, R2018a

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: - IDEAS: p/nbr/nberwo/21803.html EconPapers: RePEc:nbr:nberwo:21803


When last checked on July 20, 2019, this study was forthcoming in the journal American Economic Journal: Macroeconomics.
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