Dynamic industry uncertainty networks and the business cycle

Academic journals

Publication Date

01/02/2024

Journal of Economic Dynamics and Control

Publication Authors

Jozef Baruník

Mattia Bevilacqua

Robert Faff

Jozef Baruník, Mattia Bevilacqua, Robert Faff (2024). Dynamic industry uncertainty networks and the business cycle, Journal of Economic Dynamics and Control, 159,104793.

doi: 10.1016/j.jedc.2023.104793