Risk aversion, uncertainty, and monetary policy in zero lower bound environments

DOI10.1016/J.ECONLET.2017.04.028zbMath1396.91527OpenAlexW2609441149MaRDI QIDQ1673544

Woon Wook Jang, Jaehoon Hahn, Seong-Jin Kim

Publication date: 12 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.04.028

zbMATH Keywords

uncertaintymonetary policyrisk aversionshadow short rate

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

The effects of the Fed's monetary tightening campaign on nonbank mortgage lending ⋮ Risk aversion, uncertainty, and monetary policy: structural vector autoregressions identified with high-frequency external instruments

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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