The following pages link to The Impact of Uncertainty Shocks (Q3644909):
Displaying 50 items.
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Endogenous information acquisition and countercyclical uncertainty (Q308655) (← links)
- Why does bad news increase volatility and decrease leverage? (Q413491) (← links)
- Introducing financial frictions and unemployment into a small open economy model (Q427983) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- Collateralized borrowing and increasing risk (Q513598) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- Oil price forecastability and economic uncertainty (Q529755) (← links)
- Intertemporal coordination with delay options (Q894052) (← links)
- Methods for measuring expectations and uncertainty in Markov-switching models (Q894639) (← links)
- A new algorithm for solving dynamic stochastic macroeconomic models (Q975912) (← links)
- Factor adjustment costs: a structural investigation (Q1624007) (← links)
- News, disaster risk, and time-varying uncertainty (Q1624020) (← links)
- Monetary policy and risk taking (Q1624053) (← links)
- What does financial volatility tell us about macroeconomic fluctuations? (Q1624058) (← links)
- Measuring the impact of monetary policy attention on global asset volatility using search data (Q1626968) (← links)
- Volatility risk and economic welfare (Q1655506) (← links)
- The uncertainty multiplier and business cycles (Q1655559) (← links)
- Disaster risk and preference shifts in a New Keynesian model (Q1655588) (← links)
- Sentiment and the U.S. business cycle (Q1655710) (← links)
- The macroeconomic effects of uncertainty shocks: the role of the financial channel (Q1655740) (← links)
- Surprise, surprise -- measuring firm-level investment innovations (Q1655758) (← links)
- Uncertainty-driven labor market fluctuations (Q1656448) (← links)
- Uncertainty shocks, banking frictions and economic activity (Q1656451) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- The impact of idiosyncratic uncertainty when investment opportunities are endogenous (Q1656777) (← links)
- Level and slope of volatility smiles in long-run risk models (Q1657154) (← links)
- What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? (Q1657183) (← links)
- Comments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative'' by T. Boppart, P. Krusell and K. Mitman (Q1657224) (← links)
- Multipliers of unexpected increases in defense spending: an empirical investigation (Q1657534) (← links)
- Riskiness, endogenous productivity dispersion and business cycles (Q1657536) (← links)
- Hiring, firing, and relocation under employment protection (Q1657544) (← links)
- The federal funds market, excess reserves, and unconventional monetary policy (Q1657594) (← links)
- Optimal monetary policy with capital and a financial accelerator (Q1657609) (← links)
- Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation (Q1657648) (← links)
- Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
- Interpreting volatility shocks as preference shocks (Q1668653) (← links)
- Uncertainty and the value of cash holdings (Q1673433) (← links)
- Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Strategic central bank communication: discourse analysis of the Bank of Japan's monthly report (Q1734551) (← links)
- Opaque bank assets and optimal equity capital (Q1734564) (← links)
- Uncertainty shocks and firm creation: search and monitoring in the credit market (Q1734603) (← links)
- The value of news for economic developments (Q1740352) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- The role of news-based implied volatility among US financial markets (Q1782289) (← links)
- Uncertainty and the real effects of monetary policy shocks in the euro area (Q1787260) (← links)
- Long memory interdependency and inefficiency in bitcoin markets (Q1787569) (← links)
