The uncertainty multiplier and business cycles

DOI10.1016/j.jedc.2017.02.008zbMath1401.91288OpenAlexW3125457638MaRDI QIDQ1655559

Hikaru Saijo

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.price.e.u-tokyo.ac.jp/img/researchdata/pdf/p_wp032.pdf

zbMATH Keywords

uncertaintybusiness cycleslearning

Mathematics Subject Classification ID

Economic growth models (91B62) Economic dynamics (91B55)

Related Items (5)

Asymmetries in risk premia, macroeconomic uncertainty and business cycles ⋮ Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable ⋮ Fiscal policy and uncertainty ⋮ Dynamic analysis for a Kaldor-Kalecki model of business cycle with time delay and diffusion effect ⋮ Dynamic programming with state-dependent discounting

Cites Work

• Nonlinear and stable perturbation-based approximations
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• Surprise, surprise -- measuring firm-level investment innovations
• Riskiness, endogenous productivity dispersion and business cycles
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• Slow boom, sudden crash
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
• What's News in Business Cycles
• Sources of macroeconomic fluctuations: A regime-switching DSGE approach
• The Impact of Uncertainty Shocks
• Uncertainty Shocks in a Model of Effective Demand: Reply
• Uncertainty Traps*

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