Reference health
Long-Run Economic Uncertainty
73/73 checkable references clean · checked 2026-08-05
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 73 checked references that resolve
resolves10.1093/restud/rdx037
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
resolves10.1111/j.1468-0297.2012.02517.x
Trend Inflation and Firms Price‐Setting: Rotemberg<i>Versus</i>Calvo
resolves10.1093/rfs/hhs108
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/j.jmoneco.2018.09.001
The dire effects of the lack of monetary and fiscal coordination
resolves10.1016/j.jfineco.2002.06.001
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
resolves10.1016/j.jfineco.2008.04.004
On the reversal of return and dividend growth predictability: A tale of two periods
resolves10.1016/j.jmoneco.2014.04.001
Long-run productivity risk: A new hope for production-based asset pricing?
resolves10.1016/0304-4076(95)01737-2
Modeling volatility persistence of speculative returns: A new approach
resolves10.1111/j.1540-6261.2005.00777.x
Time Variation in the Covariance between Stock Returns and Consumption Growth
resolves10.1093/rfs/hhn004
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1353/eca.2018.0024
Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
resolves10.1016/j.jfineco.2011.02.003
Forecasting stock market returns: The sum of the parts is more than the whole
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.1093/rfs/5.3.351
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
resolves10.1016/j.econlet.2008.02.008
Welfare implications of Calvo vs. Rotemberg-pricing assumptions
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.1111/j.1540-6261.1981.tb03531.x
The Adjustment of Stock Prices to Information About Inflation
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1257/aer.101.4.1514
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
The 19 references without a DOI — listed, not checked
no DOI — not checkedUncertainty and economic activity: Evidence from business survey data
no DOI — not checkedref13
no DOI — not checkedref28
no DOI — not checkedref34
no DOI — not checkedCompetition, markups, and predictable returns
no DOI — not checkedref40
no DOI — not checkedref46
no DOI — not checkedref47
no DOI — not checkedStock returns, real activity, inflation, and money
no DOI — not checkedA quarterly, utilization-adjusted series on total factor productivity
no DOI — not checkedDuration-driven returns
no DOI — not checkedref63
no DOI — not checkedref69
no DOI — not checkedInflation and security returns
no DOI — not checkedUncertainty and business cycles: Exogenous impulse or endogenous response?
no DOI — not checkedRisk, inflation, and the stock market
no DOI — not checkedref84
no DOI — not checkedref93
no DOI — not checkedUncertainty and business cycles: Exogenous impulse or endogenous response?
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