The Impact of Uncertainty Shocks
Has this study been replicated?
The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.
Reproductions
- Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009), Caggiano et al. (2021). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, robust.
Computational: We replicate the results in a narrow sense using EViews.
Outcome read from the abstract. View paper
Cite this record
(Ed.). (2009). The Impact of Uncertainty Shocks. Econometrica, 77(3), 623–685. https://doi.org/10.3982/ecta6248
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