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Uncertainty shocks and unemployment dynamics

Malak Kandoussi (Université Paris-Saclay and University of Evry), François Langot (Le Mans University, IUF, PSE and IZA) ; IZA Institute of Labor Economics

Recent events suggest that uncertainty changes play a major role in U.S. labor market fluctuations. This study analyzes the impact of uncertainty shocks on unemployment dynamics. Using a vector autoregression approach, we show that uncertainty shocks measured by stock market volatility have a signif...

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Bibliographic details
Volume: no. 13438
Main Author: Kandoussi, Malak
Langot, François
Format: eBook
Language: English
Related: Forschungsinstitut zur Zukunft der Arbeit ¬[Herausgebendes Organ]
Ort : Verlag : ErscheinungsdatumBonn, Germany : IZA Institute of Labor Economics : July 2020
Erscheinungsort: (Ort)Bonn
Extent: 1 Online-Ressource (27 Seiten) : Diagramme
Umfang: (Dateityp; Kodierungsformat)Textdatei; PDF
Series: Discussion paper series / IZA Institute of Labor Economics ; no. 13438
Links: Fulltext
HBZ-ID: HT020523889 » further libraries in North Rhine-Westphalia
Database: ULB Bonn