Disaster risk and preference shifts in a New Keynesian model

DOI10.1016/J.JEDC.2017.04.001zbMath1401.91389OpenAlexW1824477788MaRDI QIDQ1655588

Marlène Isoré, Urszula Szczerbowicz

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2017.04.001

zbMATH Keywords

uncertaintybusiness cyclesrare eventsasset pricingDSGE modelsdisaster risk

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

Disaster risk and preference shifts in a New Keynesian model

Cites Work

• Disaster risk and preference shifts in a New Keynesian model
• Rare Disasters and Asset Markets in the Twentieth Century*
• The Impact of Uncertainty Shocks
• Consumer Demand and the Life-Cycle Allocation of Household Expenditures
• Intertemporal Substitution and Equity Premium *
• Solution methods for models with rare disasters
• Uncertainty Shocks in a Model of Effective Demand
• On the Size Distribution of Macroeconomic Disasters
• Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *

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