Regime-dependent effects of uncertainty shocks: a structural interpretation

DOI10.3982/QE1298zbMATH Open1484.91288OpenAlexW3209703170MaRDI QIDQ3390401FDOQ3390401

Authors: Stéphane Lhuissier, Fabien Tripier 

Publication date: 24 March 2022

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1298

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zbMATH Keywords

regime switchingfinancial frictionsuncertainty shocksexpectation effects

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Economic growth models (91B62) Actuarial science and mathematical finance (91G99)

Cited In (11)

• Resolving Indeterminacy in Dynamic Settings: The Role of Shocks*
• Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks
• Uncertainty Shocks in a Model of Effective Demand: Comment
• Regime dependent effect of output growth on output growth uncertainty: evidence from OECD countries
• Uncertainty Shocks in a Model of Effective Demand: Reply
• The macroeconomic effects of uncertainty shocks: the role of the financial channel
• Methods for measuring expectations and uncertainty in Markov-switching models
• Measuring the effects of expectations shocks
• Uncertainty-driven business cycles: assessing the markup channel
• Structural breaks in an endogenous growth model
• The Impact of Uncertainty Shocks

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