Macroeconomic effects of political risk shocks

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 242
Issue: C

Authors (1)

Hacıoğlu-Hoke, Sinem (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I investigate the macroeconomic effects of political risk caused by conflict among politicians in a proxy VAR. Using an external instrument based on an index of US partisan conflict for identification, I find that reduced political risk has an expansionary impact: it is immediately priced into stock prices, firms start taking more risk, it increases firms’ dividend payouts, debt issuance and credit use — ultimately output rises.

Technical Details

RePEc Handle
repec:eee:ecolet:v:242:y:2024:i:c:s0165176524003616
Journal Field
General
Author Count
1
Added to Database
2026-01-25