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Why Does Risk Matter More in Recessions than in Expansions?
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-3932(88)90030-xopenalex-snapshot
Production, growth and business cycles
inferredcites →https://doi.org/10.1016/0304-4076(95)01753-4openalex-snapshot
Impulse response analysis in nonlinear multivariate models
inferredcites →https://doi.org/10.1016/j.econlet.2013.06.025openalex-snapshot
Computing the risky steady state of DSGE models
inferredcites →https://doi.org/10.1016/j.jedc.2017.04.007openalex-snapshot
Fifth-order perturbation solution to DSGE models
inferredcites →https://doi.org/10.1016/j.jedc.2017.07.006openalex-snapshot
Assessing DSGE Model Nonlinearities
inferredcites →https://doi.org/10.1016/j.jmoneco.2012.09.002openalex-snapshot
The term structure of interest rates in a DSGE model with recursive preferences
inferredcites →https://doi.org/10.1016/j.jmoneco.2019.01.008openalex-snapshot
The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models
inferredcites →https://doi.org/10.1016/j.red.2011.08.001openalex-snapshot
On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
inferredcites →https://doi.org/10.1016/j.red.2017.10.003openalex-snapshot
Risk aversion, risk premia, and the labor margin with generalized recursive preferences
inferredcites →https://doi.org/10.1016/s0165-1889(00)00064-6openalex-snapshot
Accuracy of stochastic perturbation methods: The case of asset pricing models
inferredcites →https://doi.org/10.1016/s0165-1889(03)00043-5openalex-snapshot
Solving dynamic general equilibrium models using a second-order approximation to the policy function
inferredcites →https://doi.org/10.1016/s0165-1889(99)00045-7openalex-snapshot
Using the generalized Schur form to solve a multivariate linear rational expectations model
inferredcites →https://doi.org/10.1023/a:1011624124377openalex-snapshot
A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model
inferredcites →https://doi.org/10.1023/a:1020529028761openalex-snapshot
Production, Growth and Business Cycles: Technical Appendix
inferredcites →https://doi.org/10.1111/j.1467-937x.2009.00578.xopenalex-snapshot
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
inferredcites →https://doi.org/10.1111/jmcb.12300openalex-snapshot
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.1111/jmcb.12338openalex-snapshot
Monetary Policy Expectations at the Zero Lower Bound
inferredcites →https://doi.org/10.1111/jmcb.12613openalex-snapshot
A Note of Caution on Shadow Rate Estimates
inferredcites →https://doi.org/10.1162/003355397555280openalex-snapshot
Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-snapshot
Why You Should Never Use the Hodrick-Prescott Filter
inferredcites →https://doi.org/10.1257/aer.101.6.2530openalex-snapshot
Risk Matters: The Real Effects of Volatility Shocks
inferredcites →https://doi.org/10.1257/aer.104.12.4231openalex-snapshot
Risk Matters: The Real Effects of Volatility Shocks: Comment
inferredcites →https://doi.org/10.1257/aer.20121236openalex-snapshot
Fiscal Volatility Shocks and Economic Activity
inferredcites →https://doi.org/10.1257/jel.49.4.938openalex-snapshot
Sign Restrictions in Structural Vector Autoregressions: A Critical Review
inferredcites →https://doi.org/10.2139/ssrn.1364348openalex-snapshot
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
inferredcites →https://doi.org/10.2139/ssrn.1569916openalex-snapshot
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
inferredcites →https://doi.org/10.2139/ssrn.2321323openalex-snapshot
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.2139/ssrn.2353010openalex-snapshot
Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution
inferredcites →https://doi.org/10.2139/ssrn.277709openalex-snapshot
Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
inferredcites →https://doi.org/10.2307/1913778openalex-snapshot
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
inferredcites →https://doi.org/10.2307/2297284openalex-snapshot
Monopolistic Price Adjustment and Aggregate Output
inferredcites →https://doi.org/10.2307/2937817openalex-snapshot
Nonexpected Utility in Macroeconomics
inferredcites →https://doi.org/10.3386/w18983openalex-snapshot
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
inferredcites →https://doi.org/10.3386/w21803openalex-snapshot
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
inferredcites →https://doi.org/10.3386/w6400openalex-snapshot
Monetary Policy Shocks: What Have We Learned and to What End?
inferredcites →https://doi.org/10.3982/ecta13960openalex-snapshot
Uncertainty Shocks in a Model of Effective Demand
inferredcites →https://doi.org/10.3982/ecta15405openalex-snapshot
Uncertainty Shocks in a Model of Effective Demand: Comment
inferredcites →https://doi.org/10.3982/ecta16262openalex-snapshot
Uncertainty Shocks in a Model of Effective Demand: Reply
inferredcites →https://doi.org/10.3982/qe99openalex-snapshot
Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4801387openalex-extracted
Monetary Asmmetries Without (and with) Price Stickiness
inferred← citeshttps://doi.org/10.1016/j.jinteco.2023.103830openalex-snapshot
Global impacts of US monetary policy uncertainty shocks
inferred← citeshttps://doi.org/10.1080/00036846.2023.2257039openalex-snapshot
The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity
inferred← citeshttps://doi.org/10.1111/iere.12677openalex-snapshot
MONETARY ASYMMETRIES WITHOUT (AND WITH) PRICE STICKINESS
inferred← citeshttps://doi.org/10.1111/joes.12515openalex-snapshot
Uncertainty before and during COVID‐19: A survey
inferred← citeshttps://doi.org/10.1111/obes.12431openalex-snapshot
The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area*
inferred← citeshttps://doi.org/10.1111/obes.70010openalex-snapshot
Deflationary Financial Shocks and Inflationary Uncertainty Shocks: An SVAR Investigation
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