Risk aversion, uncertainty, and monetary policy in zero lower bound environments

DOI10.1016/J.ECONLET.2017.04.028MaRDI QIDQ1673544zbMATH OpenOpenAlexFDO

Authors Jaehoon Hahn, Woon Wook Jang, Seong Jin Kim

Publication date 12 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.04.028

zbMATH Keywords

uncertaintyrisk aversionmonetary policyshadow short rate

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Cited in

(8)

• Identification at the zero lower bound
• A shadow rate New Keynesian model
• The effects of monetary policy on stock market bubbles at zero lower bound: revisiting the evidence
• Monetary policy uncertainty and bank leverage: evidence from China
• The effects of the Fed's monetary tightening campaign on nonbank mortgage lending
• Bounded rationality, monetary policy, and macroeconomic stability
• Risk aversion, uncertainty, and monetary policy: structural vector autoregressions identified with high-frequency external instruments
• Measuring the stance of monetary policy in zero lower bound environments

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