MARKUPS AND THE REAL EFFECTS OF VOLATILITY SHOCKS

DOI10.1111/IERE.12236zbMATH Open1403.91235OpenAlexW2751781760MaRDI QIDQ5370532FDOQ5370532

Authors: Hernán D. Seoane 

Publication date: 20 October 2017

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/25247

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zbMATH Keywords

firm dynamicsopen economy modelvolatility shocksendogenous markups

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Cited In (4)

• Identifying a permanent markup shock and its implications for macroeconomic dynamics
• Interpreting volatility shocks as preference shocks
• Markup cycles, dynamic misallocation, and amplification
• Uncertainty-driven business cycles: assessing the markup channel

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