The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics
Output fluctuations in the G7 are characterised using a VAR model of countries' actual and expected outputs and uncertainty over these. New measures are developed to quantify the relative importance of economic prospects-versus-uncertainty, global-versus-national effects and fundamentals-versus...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Wiley
2018
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/42002/ |