Beijing, 100070
China
http://sites.google.com/site/yufaneconnerd/home
Capital University of Economics and Business, ISEM
Financial Conditions; Uncertainty; Macroeconomic Tail Risks.
Financial Conditions, Uncertainty, Macroeconomic Tail Risks.
Business Cycle; Turning Point; Stock Return Volatility; Real Time Forecasts; Recessions
Stock Price Volatility, Uncertainty, Business Cycle, Economic Activity
Bayesian Method; Gibbs Sampler; State Space Model; Stochastic Volatility; Auxiliary Mixture Sampler
Switching Taylor Rule; MCMC; Zero lower bound; Credit spreads.
US Financial Uncertainty, International Credit Channel, Nonlinear Spillover Effect, Expectations C14, C33, E32, E44, F44
asymmetric business cycle, uncertainty, unobserved component, trend cycle decomposition, Bayesian MCMC.
Credit Spread; Term Spread; Trend Output; TFP News; Credit Supply.
Trend-cycle Decomposition; Phillips Curve; Potential Output
Taylor Rule; Inflation Target; Great Moderation; Bayesian Model Comparison
stochastic frontier models; dynamic panels; individual heterogeneity
Markov-switching; stock volatility; volatility spillover.
Regime-switching; Endogeneity.
