Understanding uncertainty shocks and the role of black swans

DOI10.1016/J.JET.2024.105905MaRDI QIDQ6664572FDOQ6664572

Authors: Anna Orlik, Laura L. Veldkamp 

Publication date: 16 January 2025

Published in: Journal of Economic Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Cites Work

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• Particle learning and smoothing
• The Impact of Uncertainty Shocks
• Statistical simulation. Power method polynomials and other transformations
• On existence and uniqueness of equilibrium in a class of noisy rational expectations models
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• Uncertainty traps
• Multi-asset noisy rational expectations equilibrium with contingent claims
• Really uncertain business cycles
• Asymmetric Cycles
• Uncertainty shocks in a model of effective demand
• Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
• Endogenous uncertainty and credit crunches

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