Global spillover effects of US uncertainty

NBER WORKING PAPER SERIES UNCERTAINTY SHOCKS ...

Next, we consider the global effects of a rise in U.S.-specific uncertainty. ... Sebnem Kalemli-¨Ozcan, “U.S. Monetary Policy and International Risk Spillovers,” ...

The financial US uncertainty spillover multiplier: Evidence from a ...

Although the dominant role of US uncertainty over global economic dynamics is established, the findings highlight the moderating role of the ...

The Spillover Effect of US Uncertainty on Emerging Economies

The article quantifies the spillover effects of the United States' (US) uncertainty shocks on emerging economies, using a panel VAR model.

The International Spillover Effects of US Monetary Policy Uncertainty

An extensive literature studies the international transmission of US monetary policy surprises (shifts in expected path of the policy rate).

Global Spillover Effects of US Uncertainty

▷ Bloom (2009, 2014), Bloom, Baker, and Davis (2016), ... ▷ Rey (2013) argues for large spillover effects of US VIX. ▷ A global financial/capital flow cycle ...

A note on international spillovers of economic policy uncertainty ...

An unexpected elevation of EPU originating abroad has an overall contractionary real effect, and the spillover effects depend on the state of ...

Spillover Effects of US Monetary Policy on Emerging Markets Amidst ...

Such an impact is further intensified by global trade integration, causing a sharper yet slightly quicker rebounding output drop. The spillover ...

Measuring Global Macroeconomic Uncertainty and Cross-Country ...

Global spillover effects are quantified through a novel GVAR-based decomposition of country-level uncertainty into the contributions from all countries in the ...

What the Continued Global Uncertainty Means for You

That said, while other systemic economies have limited global uncertainty spillovers, they have important regional uncertainty effects—such as ...

Dynamic spillovers between U.S. climate policy uncertainty and ...

This study aims to investigate the time-varying spillover effects of the US climate policy uncertainty (US CPU) shock on crude oil prices and exchange rates.

Quantifying the spillover effects of U.S. economic policy uncertainty ...

Uncertainty is widely recognized for its adverse effects on economic activity. Since the global financial crisis ( GFC ), global economic uncertainties have ...

The spillover effects of US economic policy uncertainty on the global ...

Much of policy uncertainty has stemmed from the US. In this paper, we examine how US policy uncertainty shock spills over to the rest of the world in a global ...

Spillover effects of US monetary policy on emerging markets amidst ...

Agenor · Ahmed · Arbatli-Saxegaard · Bhattarai, Global spillover effects of US uncertainty, J. Monetary Econ. · BIS · Ca' Zorzi, Making waves – Fed spillovers are ...

97 Is There Any Impact of the World Uncertainty Spillover Index ...

This paper examines the impact of the World Uncertainty Spillover Index-United States (WUSI-USA) on the corporate investment policy of 164 Turkish manufacturing ...

Data for: The spillover effects of the US economic policy uncertainty ...

Data for: The spillover effects of the US economic policy uncertainty on the global economy: An Global VAR approach.

Determinants of global spillovers from US monetary policy

US monetary policy generates sizable output spillovers to the rest of the world, which are larger than the domestic effects in the US for many economies. The ...

Nonlinear spillover effect of US monetary policy uncertainty on ...

From different time intervals, the spillover level was particularly high during global financial crises and global COVID-19 pandemic, indicating ...

The International Spillover Effects of US Monetary Policy Uncertainty

Finally, equity markets in both advanced and emerging countries also respond to US monetary policy uncertainty, but only since the financial ...

Spillover effects of US uncertainty - Akademik Veri Yönetim Sistemi

The main findings are as follows: (1) US uncertainty shocks negatively affect EMs. (2) The spillover effects rely on the source of US uncertainty and vary ...

The Fed - International Spillovers of Tighter Monetary Policy

A U.S. monetary tightening generates a tradeoff for foreign central banks, with the net effect from the three channels in our model reducing ...