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Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts

https://doi.org/10.2139/ssrn.2667441
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Does the stock market predict real activity? Time series evidence from the G-7 countries
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Estimating Multiple Breaks One at a Time
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Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
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Making wald tests work for cointegrated VAR systems
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ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
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Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
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Uncertainty, Risk-taking, and the Business Cycle in Germany
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Investment with Uncertain Tax Policy: Does Random Tax Policy Discourage Investment
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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
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Stock Market Returns and Real Activity: A Note
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Stock Returns, Expected Returns, and Real Activity
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Uncertainty about Government Policy and Stock Prices
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Inference on Structural Breaks using Information Criteria
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Small-sample Confidence Intervals for Impulse Response Functions
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Testing for Shifts in Trend With an Integrated or Stationary Noise Component
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Information Technology and the U.S. Economy
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A Retrospective Look at the U.S. Productivity Growth Resurgence
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Uncertainty and Economic Activity: Evidence from Business Survey Data
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Disentangling the Channels of the 2007–09 Recession
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Uncertainty and Economic Activity: A Global Perspective
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http://ljournal.ru/wp-content/uploads/2016/08/d-2016-154.pdf
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Has Economic Policy Uncertainty Hampered the Recovery?
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Measuring Economic Policy Uncertainty
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Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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Estimating and Testing Linear Models with Multiple Structural Changes
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Short Run and Long Run Causality in Time Series: Theory
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Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
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Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
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The Impact of Uncertainty Shocks
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Uncertainty and Economic Activity: Evidence from Business Survey Data
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The Real Effects of Financial Markets
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Measuring Economic Policy Uncertainty
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Policy Uncertainty and Private Investment in Developing Countries
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Investment with Uncertain Tax Policy: Does Random Tax Policy Discourage Investment?
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