News, disaster risk, and time-varying uncertainty

DOI10.1016/j.jedc.2014.11.009zbMath1402.91577OpenAlexW2072650148MaRDI QIDQ1624020

Wenyi Shen

Publication date: 15 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.11.009

zbMATH Keywords

uncertaintyregime switchdisaster riskinformation flows

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Cites Work

• Fiscal Foresight and Information Flows
• What's News in Business Cycles
• Rare Disasters and Asset Markets in the Twentieth Century*
• The Impact of Uncertainty Shocks
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
• Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features
• On the Nature of Capital Adjustment Costs

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