[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1279.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. INTERLINKA TERLINKAGE OF M GE OF MACROECONOMIC UNCER CROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR. (2023). Afin, Rifai.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:26:y:2023:i:1b:p:39-68.

    Full description at Econpapers || Download paper

  2. Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

    Full description at Econpapers || Download paper

  3. A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin.
    In: Working Papers.
    RePEc:stm:wpaper:49.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. , Jae W. Sim, and Egon Zakrajsek, “Uncertainty, Financial Frictions, and Investment Dynamics,”June 2010. Society for Economic Dynamics 2010 Meeting Papers No.1285.

  2. , Max Floetotto, Nir Jaimovich, Itay Saporta-Eksten, and Stephen J Terry, “Really uncertain business cycles,”Econometrica, 2018, 86 (3), 1031– 1065.

  3. , Nina Boyarchenko, and Domenico Giannone, “Vulnerable growth,”American Economic Review, 2019, 109 (4), 1263– 89.

  4. Acemoglu, Daron and Andrew Scott, “Asymmetric business cycles: Theory and time-series evidence,”Journal of Monetary Economics, 1997, 40 (3), 501– 533.

  5. Adrian, Tobias, Federico Grinberg, Nellie Liang, and Sheheryar Malik, The term structure of growth-at-risk, International Monetary Fund, 2018.

  6. Alfaro, Ivan, Nicholas Bloom, and Xiaoji Lin, “The Real and Financial Impact of Uncertainty Shocks,”in “Stanford Institute for Theoretical Economics (SITE) 2016 Workshop. Retrieved from https://site. stanford. edu/sites/default/…les/alfaro. pdf” 2016.
    Paper not yet in RePEc: Add citation now
  7. Angelini, Giovanni, Emanuele Bacchiocchi, Giovanni Caggiano, and Luca Fanelli, “Uncertainty across volatility regimes,” Journal of Applied Econometrics, 2019.

  8. Arellano, Cristina, Yan Bai, and Patrick Kehoe, “Financial Markets and Fluctuations in Uncertainty,”January 2011. Federal Reserve Bank of Minneapolis Research Department Sta Report 466.

  9. Baker, Scott R, Nicholas Bloom, and Steven J Davis, “Measuring economic policy uncertainty,”The Quarterly Journal of Economics, 2016, 131 (4), 1593– 1636.

  10. Barro, Robert J and Tao Jin, “On the size distribution of macroeconomic disasters,” Econometrica, 2011, 79 (5), 1567– 1589.

  11. Basu, Susanto and Brent Bundick, “Uncertainty shocks in a model of eective demand, ”Econometrica, 2017, 85 (3), 937– 958.

  12. Bianchi, Francesco, Cosmin L Ilut, and Martin Schneider, “Uncertainty shocks, asset supply and pricing over the business cycle,”The Review of Economic Studies, 2017, 85 (2), 810– 854.

  13. Bloom, Nicholas, “The Impact of Uncertainty Shocks,” Econometrica, May 2009, 77 (3), 623– 85.

  14. Caldara, Dario, Cristina Fuentes-Albero, Simon Gilchrist, and Egon Zakrajš ek, “The macroeconomic impact of …nancial and uncertainty shocks,” European Economic Review, 2016, 88, 185– 207.
    Paper not yet in RePEc: Add citation now
  15. Campbell, Jerey R, “Entry, exit, embodied technology, and business cycles,”Review of economic dynamics, 1998, 1 (2), 371– 408.

  16. Carriero, Andrea, Todd E Clark, and Massimiliano Marcellino, “Measuring uncertainty and its impact on the economy,”Review of Economics and Statistics, 2018, 100 (5), 799– 815.

  17. Chalkley, Martin and In Ho Lee, “Learning and asymmetric business cycles,”Review of Economic Dynamics, 1998, 1 (3), 623– 645.

  18. Fajgelbaum, Pablo D, Edouard Schaal, and Mathieu Taschereau-Dumouchel, “Uncertainty traps,”The Quarterly Journal of Economics, 2017, 132 (4), 1641– 1692.

  19. Fernández-Villaverde, Jesús, Juan F. Rubio-Ramírez Pablo GuerrónQuintana, and Martin Uribe, “Risk Matters: The Real Eects of Volatility Shocks,”American Economic Review, October 2011, 6 (101), 2530– 61.
    Paper not yet in RePEc: Add citation now
  20. Gilchrist, Simon and John C Williams, “Putty-clay and investment: a business cycle analysis,”Journal of Political Economy, 2000, 108 (5), 928– 960.

  21. Hengge, Martina, “Uncertainty as a Predictor of Economic Activity,”2019.

  22. Johansen, Leif, “Substitution versus …xed production coe cients in the theory of economic growth: a synthesis,”Econometrica: Journal of the Econometric Society, 1959, pp. 157– 176.
    Paper not yet in RePEc: Add citation now
  23. Jovanovic, Boyan, “Asymmetric cycles,” The Review of Economic Studies, 2006, 73 (1), 145– 162.
    Paper not yet in RePEc: Add citation now
  24. Klein, Lawrence R and Vincent Su, “Direct estimates of unemployment rate and capacity utilization in macroeconometric models,” International Economic Review, 1979, pp. 725– 740.

  25. Klenow, Peter J, “Learning curves and the cyclical behavior of manufacturing industries, ”Review of Economic dynamics, 1998, 1 (2), 531– 550.

  26. Leduc, Sylvain and Zheng Liu, “Uncertainty shocks are aggregate demand shocks,” Journal of Monetary Economics, 2016, 82, 20– 35.

  27. Ljungqvist, L and T Sargent, “The European Unemployment Dilemma,”, Journal of Political Economy, 1988.
    Paper not yet in RePEc: Add citation now
  28. Lucas, Robert, “Asset Prices in an Exchange Economy,”Econometrica, 1978, 46, 1429– 1446.

  29. Ludvigson, Sydney C., Sai Ma, and Serena Ng, “Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?,” American Economic Journal: Macroeconomics, forthcoming, 2019. http://www.econ.nyu.edu/user/ludvigsons/ucc.pdf.
    Paper not yet in RePEc: Add citation now
  30. McCracken, Michael W and Serena Ng, “FRED-MD: A monthly database for macroeconomic research,”Journal of Business & Economic Statistics, 2016, 34 (4), 574– 589.

  31. McDonald, Robert and Daniel Siegel, “The Value of Waiting to Invest,”The Quarterly Journal of Economics, 1986, 101 (4), 707– 728.

  32. Prescott, Edward C and Michael Visscher, “Organization capital,”Journal of political Economy, 1980, 88 (3), 446– 461.
    Paper not yet in RePEc: Add citation now
  33. Ramey, Garey and Valerie A Ramey, “Technology commitment and the cost of economic ‡ uctuations,” Technical Report, National Bureau of Economic Research 1991.

  34. Shin, Minchul and Molin Zhong, “A new approach to identifying the real eects of uncertainty shocks,”Journal of Business & Economic Statistics, 2018, pp. 1– 13.

  35. Veldkamp, Laura L, “Slow boom, sudden crash,” Journal of Economic theory, 2005, 124 (2), 230–

Cocites

Documents in RePEc which have cited the same bibliography

  1. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Tiwari, Aviral Kumar.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6406-6415.

    Full description at Econpapers || Download paper

  2. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Gilal, Muhammad Akram ; Hashmi, Shabir Mohsin.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:10:p:5422-:d:553295.

    Full description at Econpapers || Download paper

  3. Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S. (2021). Lu, Zhou ; Bao, Qun ; Sun, Yunpeng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306752.

    Full description at Econpapers || Download paper

  4. The Impact of Policy Uncertainty on Macro-Economy of Developed and Developing Countries. (2018). van Wyk, Roscoe Bertrum ; Nyawo, Seabelo T.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:10:y:2018:i:1:p:33-41.

    Full description at Econpapers || Download paper

  5. Economic policy uncertainty and stock market liquidity: Does financial crisis make any difference?. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:jfep-09-2017-0088.

    Full description at Econpapers || Download paper

  6. Credit spreads and investment opportunities. (2017). Shen, Tao.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0545-x.

    Full description at Econpapers || Download paper

  7. Financial stress and economic dynamics: An application to France. (2017). van Roye, Björn ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01526393.

    Full description at Econpapers || Download paper

  8. Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G.
    In: Research in Economics.
    RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.

    Full description at Econpapers || Download paper

  9. Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal. (2017). Bradley, Daniel ; Bergbrant, Mikael C ; Hunter, Delroy M.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:29:y:2017:i:c:p:32-45.

    Full description at Econpapers || Download paper

  10. Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen ; Dai, Yin .
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

    Full description at Econpapers || Download paper

  11. Financial Frictions and Fluctuations in Volatility. (2016). Kehoe, Patrick ; Bai, Yan ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22990.

    Full description at Econpapers || Download paper

  12. Uncertainty shocks are aggregate demand shocks. (2016). Liu, Zheng ; Leduc, Sylvain.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:82:y:2016:i:c:p:20-35.

    Full description at Econpapers || Download paper

  13. Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices. (2016). Mehkari, M. Saif.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:71-98.

    Full description at Econpapers || Download paper

  14. Credit Crunches and Credit Allocation in a Model of Entrepreneurship. (2015). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: Review of Economic Dynamics.
    RePEc:red:issued:14-53.

    Full description at Econpapers || Download paper

  15. Uncertainty shocks in a model of effective demand. (2015). Bundick, Brent ; Basu, Susanto.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp14-15.

    Full description at Econpapers || Download paper

  16. Long Real Exchange Rate Volatility and Imports of Intermediate Inputs: A Microeconometric Analysis of Manufacturing Plants. (2015). López, Ricardo ; Lopez, Ricardo .
    In: Working Papers.
    RePEc:brd:wpaper:86.

    Full description at Econpapers || Download paper

  17. Real Exchange Rate Volatility and Imports of Intermediate Inputs: A Microeconometric Analysis of Manufacturing Plants. (2015). Nguyen, Huong ; López, Ricardo ; Lopez, Ricardo A.
    In: Review of International Economics.
    RePEc:bla:reviec:v:23:y:2015:i:5:p:972-995.

    Full description at Econpapers || Download paper

  18. Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:488.

    Full description at Econpapers || Download paper

  19. On the systematic volatility of unpriced earnings. (2014). Lee, Jae Hoon ; Johnson, Timothy C. ; TimothyC. Johnson, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:1:p:84-104.

    Full description at Econpapers || Download paper

  20. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

    Full description at Econpapers || Download paper

  21. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141675.

    Full description at Econpapers || Download paper

  22. Characterizing very high uncertainty episodes. (2014). Guérin, Pierre ; Bijsterbosch, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141637.

    Full description at Econpapers || Download paper

  23. Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Björn ; Bonciani, Dario.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1843.

    Full description at Econpapers || Download paper

  24. Financial stress and economic dynamics: An application to France. (2013). van Roye, Björn ; Aboura, Sofiane.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1834.

    Full description at Econpapers || Download paper

  25. Financial Crises and Recapitalizations. (2013). Valencia, Fabian ; Sandri, Damiano.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:59-86.

    Full description at Econpapers || Download paper

  26. Bank Leverage Cyles. (2013). Thomas, Carlos ; Nuño Barrau, Galo.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:220.

    Full description at Econpapers || Download paper

  27. Volatility and Pass-through. (2013). Vavra, Joseph ; Berger, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19651.

    Full description at Econpapers || Download paper

  28. Credit Crunches and Credit Allocation in a Model of Entrepreneurship. (2013). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19296.

    Full description at Econpapers || Download paper

  29. Measuring the Financial Soundness of U.S. Firms, 1926-2012. (2013). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19204.

    Full description at Econpapers || Download paper

  30. Time-Varying Business Volatility and the Price Setting of Firms. (2013). Grimme, Christian ; Elstner, Steffen ; Born, Benjamin ; Bachmann, Ruediger.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19180.

    Full description at Econpapers || Download paper

  31. Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation. (2013). Vavra, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19148.

    Full description at Econpapers || Download paper

  32. Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums. (2013). Sum, Vichet .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:4:y:2013:i:1:p:1-4.

    Full description at Econpapers || Download paper

  33. Credit crunches and credit allocation in a model of entrepreneurship. (2013). De Nardi, Mariacristina ; Bassetto, Marco ; Cagetti, Marco .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-06.

    Full description at Econpapers || Download paper

  34. Rising intangible capital, shrinking debt capacity, and the US corporate savings glut. (2013). Sim, Jae ; Kadyrzhanova, Dalida ; Falato, Antonio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-67.

    Full description at Econpapers || Download paper

  35. Characterizing very high uncertainty episodes. (2013). Guérin, Pierre ; Bijsterbosch, Martin ; Guerin, Pierre .
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:239-243.

    Full description at Econpapers || Download paper

  36. The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model. (2013). Olson, Eric ; Jones, Paul M..
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:1:p:33-37.

    Full description at Econpapers || Download paper

  37. Time-Varying Business Volatility, Price Setting, and the Real Effects of Monetary Policy. (2013). Grimme, Christian ; Elstner, Steffen ; Born, Benjamin ; Bachmann, Ruediger.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9702.

    Full description at Econpapers || Download paper

  38. Financial Shocks and Economic Activity in the Netherlands. (2013). Broer, Peter ; Antony, Jürgen.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:260.rdf.

    Full description at Econpapers || Download paper

  39. Risk news shocks and the business cycle. (2013). yates, anthony ; Theodoridis, Konstantinos ; Pinter, Gabor.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0483.

    Full description at Econpapers || Download paper

  40. Balance-Sheet Shocks and Recapitalizations. (2012). Valencia, Fabian ; Sandri, Damiano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/068.

    Full description at Econpapers || Download paper

  41. When do credit frictions matter for business cycles?. (2012). Schwartzman, Felipe.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2012:i:3q:p:209-230:n:v.98no.3.

    Full description at Econpapers || Download paper

  42. Financial frictions and fluctuations in volatility. (2012). Kehoe, Patrick ; Bai, Yan ; Arellano, Cristina.
    In: Staff Report.
    RePEc:fip:fedmsr:466.

    Full description at Econpapers || Download paper

  43. Credit risk and disaster risk. (2012). Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2012-07.

    Full description at Econpapers || Download paper

  44. Macroeconomic implications of time-varying risk premia. (2012). Gourio, Francois.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121463.

    Full description at Econpapers || Download paper

  45. Monetary policy and fiscal stimulus with the zero lower bound and financial frictions. (2012). Merola, Rossana.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2012024.

    Full description at Econpapers || Download paper

  46. Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation. (2011). Vavra, Joseph.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:126.

    Full description at Econpapers || Download paper

  47. Monetary Policy and Credit Supply Shocks. (2011). Zakrajsek, Egon ; Gilchrist, Simon ; Egon Zakrajšek, .
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:59:y:2011:i:2:p:195-232.

    Full description at Econpapers || Download paper

  48. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17026.

    Full description at Econpapers || Download paper

  49. Financial frictions in macroeconomic fluctations. (2011). Quadrini, Vincenzo.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2011:i:3q:p:209-254:n:vol.97no.3.

    Full description at Econpapers || Download paper

  50. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8201.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-01 12:29:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.