Understanding uncertainty shocks in Uruguay through VAR modeling

This study introduces a first set of uncertainty indexes for Uruguay (a newspaper-based index and a composite index-based) to analyze how economic uncertainty impacts domestic variables in a small and open economy such as Uruguay, which is exposed to international, regional, and local uncertainty. T...

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Bibliographic Details

Main Author:	Lanzilotta, Bibiana (author)
Other Authors:	Merlo, Gabriel (author), Mordecki, Gabriela (author), Umpiérrez, Viviana (author)
Format:	article
Language:	English
Published:	2023
Subjects:	Economic uncertainty EPU index VAR-X Volatility Uruguay COVID-19 CICLOS ECONOMICOS
Online Access:	https://hdl.handle.net/20.500.12008/41722 https://doi.org/10.1007/s41549-023-00081-5
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