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What are the macroeconomic effects of high-frequency uncertainty shocks?
Ferrara, Laurent; Guérin, Pierre - 2015
Persistent link: https://www.econbiz.de/10011300896
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2015
Persistent link: https://www.econbiz.de/10011535422
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010416717
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010414287
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Rare disaster concerns and economic fluctuations
Hao, Yijun; Su, Hao; Zhu, Xiaoneng - In: Economics letters 195 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510001
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News-driven uncertainty fluctuations
Song, Dongho; Tang, Jenny - 2018 - This version: January 2018
We embed a news shock, a noisy indicator of the future state, in a two-state Markovswitching growth model. Our … historical periods in which uncertainty and risk premia were elevated because of news shocks. …
Persistent link: https://www.econbiz.de/10011894302
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The asymmetric effects of uncertainty on macroeconomic activity
Jones, Paul; Enders, Walter - In: Macroeconomic dynamics 20 (2016) 5, pp. 1219-1246
Persistent link: https://www.econbiz.de/10011623157
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News-driven uncertainty fluctuations
Song, Dongho; Tang, Jenny - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386