Kazuki Tomioka

University of Rochester

300 Crittenden Blvd.

Rochester, NY 14627

United States

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Scholarly Papers (1)

1.

Empirical Evidence on the Dynamics of Investment under Uncertainty in the US

CAMA Working Paper No. 87/2019
Number of pages: 60 Posted: 10 Dec 2019
Qazi Haque, Leandro M. Magnusson and Kazuki Tomioka
The University of Western Australia, University of Western Australia and University of Rochester
Downloads 7 (656,336)

Abstract:

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Uncertainty shocks, investment dynamics, TVP-VARs with stochastic volatility, Bayesian VARs, Great Recession