Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series

Economic policy uncertainty shocks change how the economy behaves, moving it away from its pattern. Therefore, these effects can be understood as an event. Given this, the problem of event detection becomes particularly relevant for a more accurate understanding of how uncertainty affects the behavi...

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Veröffentlicht in:	Computational economics 2024-09, Vol.64 (3), p.1507-1538
Hauptverfasser:	Gea, Cristiane, Vereda, Luciano, Ogasawara, Eduardo
Format:	Artikel
Sprache:	eng
Schlagworte:	Behavioral/Experimental Economics Computer Appl. in Social and Behavioral Sciences Economic policy Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Math Applications in Computer Science Operations Research/Decision Theory Policy making Time series Uncertainty
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