The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics
(2018)
Journal Article
Garratt, A., Lee, K., & Shields, K. (2018). The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics. Canadian Journal of Economics / Revue Canadienne d'Économique, 51(2), 391-418. https://doi.org/10.1111/caje.12325
Output fluctuations in the G7 are characterised using a VAR model of countries' actual and expected outputs and uncertainty over these. New measures are developed to quantify the relative importance of economic prospects-versus-uncertainty, global-ve... Read More about The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics.