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 …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

We construct a new measure of uncertainty about Federal Reserve policy actions and their
consequences, a monetary policy uncertainty (MPU) index. We evaluate the information …

This paper provides a comprehensive survey of existing measures of uncertainty, risk, and
volatility, noting their conceptual distinctions. It summarizes how they are constructed, their …

Uncertainty about future policy rates plays a crucial role for the transmission of monetary
policy to financial markets. We demonstrate this using event studies of FOMC …

Considering the dramatically increasing impact of the COVID-19 outbreak on monetary
policy and the uncertainty in the financial system, we aim to examine the dynamic …

This paper explores dynamic interactions and connectedness between inflation,
commodities, and economic and monetary policy uncertainty during various market phases …

Uncertainty is a ubiquitous concern emphasized by policymakers. We study how uncertainty
affects decision-making by the Federal Open Market Committee (FOMC). We distinguish …

In this study, we have examined the asymmetric dissemination of spillover returns among
monetary policy uncertainty and returns of sectoral stocks of different sectors. The essential …

This paper empirically explores the effect of monetary policy uncertainty on corporate cash
holdings in China. We find robust evidence that monetary policy uncertainty is positively …