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Uncertainty shocks, banking frictions and economic activity
16 references·16 citing·31 second hopsampled
Uncertainty shocks, banking frictions and economic activity (2016)Uncertainty shocks, banking frictions and…Measuring Uncertainty (2015)Measuring UncertaintyRisk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Risk Shocks (2013)Risk ShocksHousing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Credit Cycles (1997)Credit CyclesPrecautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Optimal Investment under Uncertainty. (1983)Optimal Investment under Unce…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China (2022)Monetary policy uncertainty, …Economic policy uncertainty, financial development, and financial constraints: Evidence from China (2022)Economic policy uncertainty, …Financial uncertainty and real activity: The good, the bad, and the ugly (2021)Financial uncertainty and rea…Does economic policy uncertainty aggravate financial constraints? (2021)Does economic policy uncertai…THE PROPAGATION OF UNCERTAINTY SHOCKS: ROTEMBERG VERSUS CALVO (2020)THE PROPAGATION OF UNCERTAINT…The international effects of global financial uncertainty shocks (2020)The international effects of …Economic policy uncertainty and the supply of business loans (2020)Economic policy uncertainty a…A financial stress index for a highly dollarized developing country: The case of Lebanon (2020)A financial stress index for …How does financial development alter the impact of uncertainty? (2019)How does financial developmen…To sign or not to sign? On the response of prices to financial and uncertainty shocks (2018)To sign or not to sign? On th…Are uncertainty shocks aggregate demand shocks? (2018)Are uncertainty shocks aggreg…Variability in the effects of uncertainty shocks: New stylized facts from OECD countries (2017)Variability in the effects of…The timing of uncertainty shocks in a small open economy (2017)The timing of uncertainty sho…Financial stress and economic dynamics: The case of France (2016)Financial stress and economic…Financial regulation policy uncertainty and credit spreads in the US (2014)Financial regulation policy u…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Discretion versus policy rules in practice (1993)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)American Economic Review (2019)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1997Credit Cycles5,254 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 2013Risk Shocks1,342 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 1983Optimal Investment under Uncertainty.1,230 cited

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Cited by

  • 2014Financial regulation policy uncertainty and credit spreads in the US156 cited
  • 2022Economic policy uncertainty, financial development, and financial constraints: Evidence from China107 cited
  • 2017The timing of uncertainty shocks in a small open economy106 cited
  • 2020The international effects of global financial uncertainty shocks79 cited
  • 2016Financial stress and economic dynamics: The case of France77 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2020Economic policy uncertainty and the supply of business loans73 cited
  • 2020A financial stress index for a highly dollarized developing country: The case of Lebanon63 cited
  • 2018Are uncertainty shocks aggregate demand shocks?62 cited
  • 2021Financial uncertainty and real activity: The good, the bad, and the ugly62 cited
  • 2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries55 cited
  • 2019How does financial development alter the impact of uncertainty?51 cited
  • 2022Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China45 cited
  • 2018To sign or not to sign? On the response of prices to financial and uncertainty shocks43 cited
  • 2020THE PROPAGATION OF UNCERTAINTY SHOCKS: ROTEMBERG VERSUS CALVO33 cited
  • 2021Does economic policy uncertainty aggravate financial constraints?32 cited