This survey features three parts. The first one reviews the most recent literature on the
relationship between domestic (ie, country‐specific) uncertainty and the business cycle, and …

Uncertainty about the future rises in recessions. But is uncertainty a source of business
cycles or an endogenous response to them, and does the type of uncertainty matter? We …

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This paper is the first to investigate the time-varying effects of global economic policy
uncertainty (GEPU) shocks on the volatility of two international pricing benchmarks for crude …

In this paper we present and describe a large quarterly frequency, macroeconomic
database. The data provided are closely modeled to that used in Stock and Watson (2012a) …

We estimate a nonlinear VAR to quantify the impact of US economic policy uncertainty
shocks on the Canadian unemployment rate in booms and busts. We find strong evidence in …

This paper examines the effects of seven uncertainty indices on Chinese energy price
volatility and analyses the influencing factors using the extended GARCH-MIDAS model …

This paper quantifies the finance uncertainty multiplier (ie, the magnifying effect of the real
impact of uncertainty shocks due to credit frictions) by relying on two historical events related …

We estimate a novel measure of global financial uncertainty (GFU) with a dynamic factor
framework that jointly models global, regional, and country‐specific factors. We quantify the …

We provide additional evidence on the relationship between uncertainty and economic
activity. For this purpose, we gather and construct a wide range of proxy indicators of …