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Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6327.

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Cited: 34

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Cites: 15

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Cocites: 40

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  1. Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lutkepohl, Helmut ; Bruns, Martin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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  2. Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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  3. How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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  4. The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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  5. Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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  6. Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Luetkepohl, Helmut ; Bruns, Martin.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2022-02.

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  7. Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:202228.

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  8. Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Karmakar, Sayar.
    In: Working Papers.
    RePEc:pre:wpaper:202201.

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  9. Bank liquidity and the propagation of uncertainty in the U.S.. (2022). Scharler, Johann ; Geiger, Martin ; Breitenlechner, Max.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004475.

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  10. Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2005.

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  11. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544.

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  12. Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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  13. Inference in Bayesian Proxy-SVARs. (2021). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:225:y:2021:i:1:p:88-106.

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  14. Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?. (2021). Scharler, Johann ; Breitenlechner, Max.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001486.

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  15. EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo.
    In: Economica.
    RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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  16. Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok.
    In: Working papers.
    RePEc:yon:wpaper:2020rwp-167.

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  17. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:202001.

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  18. Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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  19. The fundamentals of safe assets. (2020). Stracca, Livio ; Venditti, Fabrizio ; Habib, Maurizio Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305650.

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  20. The fundamentals of safe assets. (2020). Venditti, Fabrizio ; Stracca, Livio ; Habib, Maurizio Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202355.

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  21. Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S.
    In: Working Papers.
    RePEc:qmw:qmwecw:894.

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  22. Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela.
    In: Working Papers.
    RePEc:lan:wpaper:280730188.

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  23. The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1906.

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  24. The global capital flows cycle: structural drivers and transmission channels. (2019). Venditti, Fabrizio ; Habib, Maurizio Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192280.

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  25. The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201857.

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  26. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-01817067.

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  27. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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  28. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1806.07623.

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References

References cited by this document

  1. Alessandri, P. and H. Mumtaz (2014). Financial regimes and uncertainty shocks. Working Papers 729, Queen Mary, University of London, School of Economics and Finance.

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