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Uncertainty and monetary policy during extreme events
Pellegrino, Giovanni; Caggiano, Giovanni; Castelnuovo, Efrem - 2020
Persistent link: https://www.econbiz.de/10012496389
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Uncertainty and monetary policy during extreme events
Pellegrino, Giovanni; Castelnuovo, Efrem; Caggiano, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012320482
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Uncertainty and monetary policy during extreme events
Pellegrino, Giovanni; Castelnuovo, Efrem; Caggiano, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012533809
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The dynamic impacts of monetary policy uncertainty shocks
Kamara, Ahmed; Koirala, Niraj P. - In: Economies : open access journal 11 (2023) 1, pp. 1-19
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has changed over time. Estimating a Time-Varying Parameter Vector Autoregressive model on U.S. data from 1985Q1 to 2022Q3, we find that uncertainty shocks have larger negative effects on output during the...
Persistent link: https://www.econbiz.de/10013500695
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Stock prices and COVID-19 stimulus policies : evidence from tourism and hospitality industry
Elrazaz, Tariq; Khalid, Usman; Okafor, Luke Emeka - In: Tourism analysis : an interdisciplinary tourism & … 29 (2024) 1, pp. 125-148
Persistent link: https://www.econbiz.de/10014511792
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Asset Prices and Aggregate Demand in a "Covid-19" Shock : A Model of Endogenous Risk Intolerance and Lsaps
Caballero, Ricardo J. - 2020
In this paper we: (i) provide a model of the endogenous risk intolerance and severe aggregate demand contractions … addressing these contractions. The key mechanism stems from heterogeneous risk tolerance: as a recessionary shock hits the … economy and brings down asset prices, risk-tolerant agents' wealth share declines and their leverage rises endogenously. This …
Persistent link: https://www.econbiz.de/10012835752
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Asset Prices and Aggregate Demand in a "Covid-19" Shock : A model of Endogenous Risk Intolerance and LSAPs
Caballero, Ricardo J. - 2020
In this paper we: (i) provide a model of endogenous risk intolerance and serve aggregate demand contractions following … addressing these contractions. The key mechanism stems from heterogeneous risk tolerance: as a recessionary shock hits the … economy and brings down asset prices, risk-tolerant agents' wealth share declines and their leverage rises endogenously. This …
Persistent link: https://www.econbiz.de/10012836868
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Asset Prices and Aggregate Demand in a "Covid-19" Shock : A Model of Endogenous Risk Intolerance and LSAPs
Caballero, Ricardo J. - 2020
In this paper we: (i) provide a model of the endogenous risk intolerance and severe aggregate demand contractions … addressing these contractions. The key mechanism stems from heterogeneous risk tolerance: as a recessionary shock hits the … economy and brings down asset prices, risk-tolerant agents' wealth share declines and their leverage rises endogenously. This …
Persistent link: https://www.econbiz.de/10012482001
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Equity market responses to surprise Covid-19 lockdowns : the role of pandemic-driven uncertainty
Mathur, Aakriti; Sengupta, Rajeswari; Pratap, Bhanu - In: Journal of Asian economics 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014535822
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Uncertainty and monetary policy during the Covid-19 pandemic in Tunisia : evidence from a Bayesian VAR
Turki, Dorra; Gabsi, Foued Badr - In: Theoretical and applied economics : GAER review 30 (2023) 1/634, pp. 177-188
Persistent link: https://www.econbiz.de/10014434334