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Uncertainty, Financial Frictions, and Investment Dynamics
16 references·16 citing·36 second hopsampled
Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Frictions, and Inv…Measuring Uncertainty (2015)Measuring UncertaintyA model of unconventional monetary policy (2010)A model of unconventional mon…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Optimal Debt Structure and the Number of Creditors (1996)Optimal Debt Structure and th…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Tobin's Marginal q and Averag…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Navigating through economic policy uncertainty: The role of corporate cash holdings (2020)Navigating through economic p…Policy uncertainty and firm cash holdings (2018)Policy uncertainty and firm c…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskFinancial Frictions and Fluctuations in Volatility (2018)Financial Frictions and Fluct…Policy Uncertainty and Corporate Credit Spreads (2017)Policy Uncertainty and Corpor…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of f…An Index of Global Economic Policy Uncertainty (2016)An Index of Global Economic P…Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Uncertainty and Business Cycl…The common factor in idiosyncratic volatility: Quantitative asset pricing implications (2015)The common factor in idiosync…Measuring Economic Policy Uncertainty (2015)Measuring Economic Policy Unc…Good and bad uncertainty: Macroeconomic and financial market implications (2015)Good and bad uncertainty: Mac…What Explains the 2007-2009 Drop in Employment? 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(1997)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)
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References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited

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1996
Optimal Debt Structure and the Number of Creditors
1,440 cited

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  • 2014Uncertainty shocks and unemployment dynamics in U.S. recessions510 cited
  • 2016An Index of Global Economic Policy Uncertainty502 cited
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  • 2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?434 cited
  • 2018Financial Frictions and Fluctuations in Volatility407 cited
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  • 2020Navigating through economic policy uncertainty: The role of corporate cash holdings370 cited
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