Are uncertainty shocks aggregate demand shocks?

DOI10.1016/J.ECONLET.2018.03.029MaRDI QIDQ1787594zbMATH OpenOpenAlexFDO

Authors Stefano Fasani, Lorenza Rossi

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/demwpp/DEMWP0148.pdf

zbMATH Keywords

DSGE modelinflation dynamicssearch and matching frictionsTaylor rulesuncertainty shocks

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Endogenous growth, monetary shocks and nominal rigidities
• Taylor rules, long-run growth and real uncertainty
• Uncertainty shocks, banking frictions and economic activity
• Unemployment and business cycles

Cited in

(8)

• Uncertainty shocks, banking frictions and economic activity
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
• Uncertainty shocks and inflation dynamics in the U.S.
• Shock matters for estimating monetary policy rules
• Macroeconomic effects of inflation target uncertainty shocks
• Inflation and uncertainty in New Keynesian models: a note
• Taylor rules, long-run growth and real uncertainty
• Financial uncertainty and interest rate movements: is Asian bond market volatility different?

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