The Impact of Uncertainty Shocks
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Cited in
(only showing first 100 items - show all)- Factor adjustment costs: a structural investigation
- News, disaster risk, and time-varying uncertainty
- Monetary policy and risk taking
- What does financial volatility tell us about macroeconomic fluctuations?
- Measuring the impact of monetary policy attention on global asset volatility using search data
- Volatility risk and economic welfare
- The uncertainty multiplier and business cycles
- Disaster risk and preference shifts in a New Keynesian model
- Sentiment and the U.S. business cycle
- The macroeconomic effects of uncertainty shocks: the role of the financial channel
- Surprise, surprise -- measuring firm-level investment innovations
- Uncertainty-driven labor market fluctuations
- Uncertainty shocks, banking frictions and economic activity
- Testing for identification in SVAR-GARCH models
- The impact of idiosyncratic uncertainty when investment opportunities are endogenous
- Level and slope of volatility smiles in long-run risk models
- What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?
- Comments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative by T. Boppart, P. Krusell and K. Mitman
- Multipliers of unexpected increases in defense spending: an empirical investigation
- Riskiness, endogenous productivity dispersion and business cycles
- Hiring, firing, and relocation under employment protection
- The federal funds market, excess reserves, and unconventional monetary policy
- Optimal monetary policy with capital and a financial accelerator
- Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
- Common price and volatility jumps in noisy high-frequency data
- Interpreting volatility shocks as preference shocks
- Uncertainty and the value of cash holdings
- Bayesian estimation of state space models using moment conditions
- Real-time forecast evaluation of DSGE models with stochastic volatility
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
- Strategic central bank communication: discourse analysis of the Bank of Japan's monthly report
- Opaque bank assets and optimal equity capital
- Uncertainty shocks and firm creation: search and monitoring in the credit market
- The value of news for economic developments
- The risk premium that never was: a fair value explanation of the volatility spread
- The role of news-based implied volatility among US financial markets
- Uncertainty and the real effects of monetary policy shocks in the euro area
- Long memory interdependency and inefficiency in bitcoin markets
- Macroeconomic priorities and crash states
- Second-order approximation of dynamic models with time-varying risk
- The expected real return to equity
- Volatility and welfare
- Adaptive learning, endogenous uncertainty, and asymmetric dynamics
- Optimal monetary policy rules, financial amplification, and uncertain business cycles
- Financial vs. policy uncertainty in emerging market economies
- Market coordination under non-equilibrium dynamics
- Optimal investment under ambiguous technology shocks
- Uncertainty shocks and inflation dynamics in the U.S.
- Macroeconomic shocks and Okun's law
- Monetary policy uncertainty and bank leverage: evidence from China
- A measure of ambiguity (Knightian uncertainty)
- The relative importance of monetary policy, uncertainty, and financial shocks
- Uncertainty shocks and unemployment dynamics
- Surveying business uncertainty
- Nowcasting with large Bayesian vector autoregressions
- The effects of climate risks on economic activity in a panel of US states: the role of uncertainty
- Inference in Bayesian additive vector autoregressive tree models
- How do fiscal adjustments work? An empirical investigation
- The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
- Multi-layered rational inattention and time-varying volatility
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets
- Market liquidity and excess volatility: theory and experiment
- Learning and firm dynamics in a stochastic equilibrium
- Persistence of state-level uncertainty of the United States: the role of climate risks
- A decade for the books: bibliometric analysis of Economics Letters
- Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable
- Discussion of: ``On the possibility of Krusell-Smith equilibria
- Capital reallocation from the perspective of endogenous lemons markets and information cycles
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics
- Capital misallocation: cyclicality and sources
- Monte Carlo evidence on the estimation method for industry dynamics
- Time-varying consumer disagreement and future inflation
- A mean-difference test based on self-normalization for alternating regime index data sets
- The global effects of Covid-19-induced uncertainty
- Measuring macroeconomic uncertainty: a historical perspective
- Sentiments, strategic uncertainty, and information structures in coordination games
- Uncertainty shocks and the great recession: nonlinearities matter
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty
- News and narratives in financial systems: exploiting big data for systemic risk assessment
- Overinvestment and macroeconomic uncertainty: evidence from renewable and non-renewable resource firms
- VIX derivatives, hedging and vol-of-vol risk
- Variance disparity and market frictions
- Macroeconomic effects of inflation target uncertainty shocks
- Endogenous second moments: a unified approach to fluctuations in risk, dispersion, and uncertainty
- Investment under uncertainty with financial constraints
- Dynamic information acquisition and time-varying uncertainty
- Estimating dynamic equilibrium models with stochastic volatility
- Stock return and cash flow predictability: the role of volatility risk
- The impact of US uncertainty shocks on small open economies
- The impact of US financial uncertainty shocks on emerging market economies: an international credit channel
- TFP during a credit crunch
- Global uncertainty and global economic policy uncertainty: different implications for firm investment
- Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility
- Nonlinear Taylor rules: evidence from a large dataset
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models
- Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?
- Risk shocks with time-varying higher moments
- The role of uncertainty on agricultural futures markets momentum trading and volatility
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
- Uncertainty and forecasts of U.S. recessions
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