Uncertainty Shocks in a Model of Effective Demand: Comment

DOI10.3982/ECTA15405MaRDI QIDQ4682717zbMATH OpenOpenAlexWikidataFDO

Authors Oliver de Groot, Alexander W. Richter, Nathaniel A. Throckmorton

Publication date 19 September 2018

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta15405

zbMATH Keywords

uncertaintystochastic volatilityEpstein-Zin preferenceseconomic activity

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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• UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION
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• Valuation risk revalued
• Uncertainty shocks in an intangible economy
• On the long-run neutrality of demand shocks
• Dynamic programming with state-dependent discounting
• Asset pricing with time preference shocks: existence and uniqueness

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