Longbin Xu
Biographic Data
| ID | 7543719 |
|---|---|
| NAME | Longbin Xu |
| GIVEN NAMES | Longbin |
| FAMILY NAME | Xu |
| SIGNATURE | XU L |
| AFFILIATIONS | Zhejiang Gongshang University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
The level effect and volatility effect of uncertainty shocks in China
Previous studies have assumed that the volatility of exogenous shocks is constant, which can only measure the level effects of uncertain shocks. This article introduces the time-varying volatility model into a Dynamic Stochastic General Equilibrium (D.S.G.E.) model and uses the third-order perturbation method to identify and decompose the level and volatility effects of uncertainty shocks. Based on the results of empirical research in China, the …
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The level effect and volatility effect of uncertainty shocks in China
Previous studies have assumed that the volatility of exogenous shocks is constant, which can only measure the level effects of uncertain shocks. This article introduces the time-varying volatility model into a Dynamic Stochastic General Equilibrium (D.S.G.E.) model and uses the third-order perturbation method to identify and decompose the level and volatility effects of uncertainty shocks. Based on the results of empirical research in China, the …
Econometrics (1 work) · Economics (1 work) · Energy, Environment, Economic Growth (1 work) · Market Dynamics and Volatility (1 work) · Monetary economics (1 work) · Monetary policy (1 work) · Monetary Policy and Economic Impact (1 work) · Stagflation (1 work) · Stochastic volatility (1 work)