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International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey - 2018
Persistent link: https://www.econbiz.de/10012202181
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Financial spillover and global risk in a multi-region model of the world economy
Croitorov, Olga; Giovannini, Massimo; Hohberger, Stefan; … - In: Journal of economic behavior & organization : JEBO 177 (2020), pp. 185-218
Persistent link: https://www.econbiz.de/10012437314
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The impact of US uncertainty shocks on small open economies
Stockhammar, Pär; Österholm, Pär - In: Open economies review 28 (2017) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10011804359
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Measuring uncertainty of optimal simple monetary policy rules in DSGE models
Górajski, Mariusz; Kuchta, Zbigniew - 2018
Persistent link: https://www.econbiz.de/10012174125
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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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Model uncertainty in macroeconomics : on the implications of financial frictions
Lieberknecht, Philipp; Binder, Michael; Quintana, Jorge; … - In: Essays on macroeconomic policies and financial frictions, (pp. 7-71). 2019
Persistent link: https://www.econbiz.de/10013190541
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The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model
Hsiao, Cody Yu-Ling; Jin, Tao; Kwok, Simon Sai Man; Wang, Xi - In: China economic review : an international journal 81 (2023), pp. 1-45
Persistent link: https://www.econbiz.de/10014473324
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Trade policy uncertainty, financial frictions, and monetary policy
Fan, Jingjing; Shi, Feng; Zhao, Junzhu; Zhu, Jingming - In: Annals of economics and finance 24 (2023) 1, pp. 193-211
Persistent link: https://www.econbiz.de/10014423617
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Uncertainty shocks, banking frictions, and economic activity
Bonciani, Dario; Roye, Björn van - 2013
Equilibrium (DSGE) model with heterogenous agents and a stylized banking sector. We show that frictions in credit supply amplify …
Persistent link: https://www.econbiz.de/10009761866