We estimate a VAR with world-level variables to simulate the e¤ects of the Covid-19 outbreak-related uncertainty shock. We find a peak (cumulative over one year) negative response of world output of 1.6% (14%).

The global effects of Covid-19-induced uncertainty

Giovanni Caggiano;Efrem Castelnuovo
;
2020

Abstract

We estimate a VAR with world-level variables to simulate the e¤ects of the Covid-19 outbreak-related uncertainty shock. We find a peak (cumulative over one year) negative response of world output of 1.6% (14%).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3352339
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