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...

Full description

Bibliographic Details
Main Authors: Garratt, Anthony, Lee, Kevin, Shields, Kalvinder
Format: Article
Published: Wiley 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/42002/

Similar Items