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

DOI10.1016/J.ECONLET.2017.04.028zbMATH Open1396.91527OpenAlexW2609441149MaRDI QIDQ1673544FDOQ1673544

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

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zbMATH Keywords

uncertaintyrisk aversionmonetary policyshadow short rate

Mathematics Subject Classification ID

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

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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