Title:

What Are Uncertainty Shocks?

Authors:

Nicholas Kozeniauskas (Bank of Portugal)
Anna Orlik (Fed Res Board)
Laura Veldkamp (Columbia U)

Journal:

Journal of Monetary Economics

Year:

2018

Volume:

100

Pages:

1-15

JEL code:

E32 - Business Fluctuations; Cycles

DOI:

10.1016/j.jmoneco.2018.06.004