Regime‐dependent effects of uncertainty shocks: A structural interpretation

DOI10.3982/QE1298zbMath1484.91288OpenAlexW3209703170MaRDI QIDQ3390401

Fabien Tripier, Stéphane Lhuissier

Publication date: 24 March 2022

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

Full work available at URL: https://doi.org/10.3982/qe1298

zbMATH Keywords

regime switchingfinancial frictionsuncertainty shocksexpectation effects

Mathematics Subject Classification ID

Economic growth models (91B62) Dynamic stochastic general equilibrium theory (91B51) Actuarial science and mathematical finance (91G99)

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