Haku
Viitteet 1-2 / 2
Global Uncertainty
(11.02.2021)
Bank of Finland Research Discussion Papers 1/2021
Bank of Finland Research Discussion Papers 1/2021
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 impact of GFU shocks on global output ...
The global effects of Covid-19-induced uncertainty
(08.06.2020)
Bank of Finland Research Discussion Papers 11/2020
Bank of Finland Research Discussion Papers 11/2020
We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and world industrial production to simulate the effects of the jump in financial uncertainty observed in correspondence ...