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Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds
Bok, Brandyn; Mertens, Thomas; Williams, John C. - 2022
Persistent link: https://www.econbiz.de/10013269100
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Financial factors, uncertainty and the macroeconomy
Sindermann-Sienkiewicz, Friedrich - 2016
Ergebnisse zeigen, dass liquide Banken ihre Kreditvergabe nach einem Anstieg der Unsicherheit weniger stark verlangsamen als … Kombination aus Vorzeichen- und Nullrestriktionen von Unsicherheit ausgelöste Kreditangebotsschocks identifiziert. Ein Vergleich … dieser Kreditangebotsschocks mit von Unsicherheit ausgelösten Kreditnachfrageschocks zeigt, dass die Verschlechterung der BIP …
Persistent link: https://www.econbiz.de/10011848185
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Topics in dynamic macroeconomics
Kuhn, Moritz - 2010
Persistent link: https://www.econbiz.de/10003943512
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Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - In: The review of economics and statistics 87 (2005) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10002937376
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Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - 2003
Persistent link: https://www.econbiz.de/10001750601
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Brexit Results : Macroeconomic Risks
Goryunov, Eugene - 2016
The United Kingdom's potential exit from the EU poses a number of macroeconomic risks. Considering the overall growth of uncertainty, the recession in the UK cannot be ruled out. The decline in capital inflows to the UK economy can be predicted, which could pose a threat to the stability of the...
Persistent link: https://www.econbiz.de/10012986099
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Assessing macroeconomic tail risk
Loria, Francesca; Matthes, Christian; Zhang, Donghai - 2019
Persistent link: https://www.econbiz.de/10012018666
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Financial Conditions, Macroeconomic Uncertainty, and Macroeconomic Tail Risks
Huang, Yu-Fan; Liao, Wenting; Luo, Sui - 2022
This paper investigates how financial conditions and macroeconomic uncertainty jointly affect macroeconomic tail risks. We first document that tight financial conditions decrease all conditional quantiles of future output growth in the near term, while high macroeconomic uncertainty stretches...
Persistent link: https://www.econbiz.de/10014077293
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Monitoring Multicountry Macroeconomic Risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a...
Persistent link: https://www.econbiz.de/10014350458
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Sticky information in general equilibrium
Mankiw, Nicholas Gregory; Reis, Ricardo - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 603-613
Persistent link: https://www.econbiz.de/10003483895