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Risk Matters: The Real Effects of Volatility Shocks · Study

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PreprintRisk Matters: The Real Effects of Volatility Shocks

Jesús Fernández‐Villaverde2009

OA

Preprintgreen2009

Risk Matters: The Real Effects of Volatility Shocks

Jesús Fernández‐Villaverde · Pablo A. Guerron-Quintana · Juan Francisco Rubio-Ramı́rez · Martı́n Uribe

147 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 147 citations exist upstream.

References

1982Time to Build and Aggregate Fluctuations 1996Impulse response analysis in nonlinear multivariate models 2002Closing Small Open Economy Models 2007The Impact of Uncertainty Shocks 2007Why Has U.S. Inflation Become Harder to Forecast?2002Has the Business Cycle Changed and Why?2007Emerging Market Business Cycles: The Cycle Is the Trend 1994Cross-Country Evidence on the Link Between Volatility and Growth

Cited by

2017Short and Long Run Uncertainty 2018The Finance Uncertainty Multiplier 2011Fiscal Volatility Shocks and Economic Activity 2011On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models 2012Uncertainty Shocks are Aggregate Demand Shocks 2014Macroeconomic volatility and external imbalances 2019Surveying Business Uncertainty 2015Measuring the dynamics of global business cycle connectedness

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations147

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.1373805

openalex_workW2149756679

Links

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