• Components of Uncertainty 

      Larsen, Vegard Høghaug (CAMP Working Paper Series;4/2017, Working paper, 2017)
      Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identfication strategy to ...
    • International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 

      Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey (CAMP Working Paper Series Paper No. 12/2018;, Working paper, 2018-11)
      We estimate the effects of domestic and international sources of macroeconomic uncertainty in three small open economy (SOE) inflation targeting countries: Australia, Canada and New Zealand. To this end, we propose a structural ...
    • Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 

      Cross, Jamie L.; Hou, Chenghan; Koop, Gary; Poon, Aubrey (CAMP Working Paper Series;04/2021, Working paper, 2021-06-15)
      Vector autoregressions with stochastic volatility in both the conditional mean and variance are commonly used to estimate the macroeconomic effects of uncertainty shocks. Despite their popularity, intensive computational ...
    • On the Application of the Safety-II Concept in a Security Context 

      Steen, Riana (Journal article; Peer reviewed, 2019)
      This paper presents an alternative and broader security risk perspective, incorporat-ing uncertainty, as a two-dimensional combination of (1) threat (Th) on value (Vl), (2) vulnerability (Vu) given coping capabilities (Cc), ...