Uncertainty shocks and unemployment dynamics

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
Main Author: Kandoussi, Malak
Format: Publication
Language: English
Place of publication: Bonn, Germany IZA - Institute of Labor Economics 2020
Data of publication: 2020
Series: Discussion paper series
Online Access: available in Bonn?
Database: ECONIS
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