Uncertainty and Unemployment : The Effects of Aggregate and Sectoral Channels /
We study the role of uncertainty shocks in explaining unemployment dynamics, separating out the role of aggregate and sectoral channels. Using S and P500 data from the first quarter of 1957 to third quarter of 2014, we construct separate indices to measure aggregate and sectoral uncertainty and comp...
第一著者: | |
---|---|
その他の著者: | |
フォーマット: | 雑誌 |
言語: | English |
出版事項: |
Washington, D.C. :
International Monetary Fund,
2015.
|
シリーズ: | IMF Working Papers; Working Paper ;
No. 2015/036 |
オンライン・アクセス: | Full text available on IMF |