The global effects of Covid-19-induced uncertainty

The global effects of Covid-19-induced uncertainty
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DOI:
10.1016/j.econlet.2020.109392
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发表时间:
2020-09-01
期刊:
影响因子:
2
通讯作者:
Kima, Richard
Kima, Richard
中科院分区:
经济学4区
文献类型:
--
作者:
Caggiano, Giovanni;Castelnuovo, Efrem;Kima, Richard

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我们估计了一个具有世界水平变量的VAR,以模拟与COVID-19疫情相关的不确定性冲击的影响。我们发现世界产出的峰值(一年累计)负面反应为1.6%(14%)。(c)2020爱思唯尔B. V.保留所有权利。
We estimate a VAR with world-level variables to simulate the effects of the Covid-19 outbreak-related uncertainty shock. We find a peak (cumulative over one year) negative response of world output of 1.6% (14%). (c) 2020 Elsevier B.V. All rights reserved.